+29,094.0%
TQQQ vs CBOE
+1,003.5%
+28,090.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.3% |
| 7D | -3.9% | -3.7% | -0.2% | -1.6% |
| 30D | -5.3% | +2.0% | -7.2% | -6.9% |
| 3M | +0.1% | -4.2% | +4.4% | -0.2% |
| 6M | +40.7% | +1.2% | +39.5% | +30.9% |
| YTD | +31.8% | +15.4% | +16.4% | +10.3% |
| 1Y | +48.2% | +23.5% | +24.7% | +16.7% |
| 3Y | +253.6% | +93.2% | +160.4% | +70.8% |
| 5Y | +99.6% | +142.0% | -42.4% | -18.5% |
| 10Y | +2,951.5% | +379.2% | +2,572.3% | +596.0% |
| All | +29,094.0% | +1,003.5% | +28,090.5% | +2,513.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling