+105.2%
TQQQ vs CG
-2.7%
+107.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +4.4% |
| 7D | -1.9% | -9.9% | +7.9% | +9.8% |
| 30D | -4.9% | -11.7% | +6.8% | +8.2% |
| 3M | -6.4% | -4.3% | -2.1% | -3.2% |
| 6M | +44.4% | -8.8% | +53.2% | +55.7% |
| YTD | +35.2% | -26.9% | +62.0% | +82.7% |
| 1Y | +49.5% | -35.4% | +84.9% | +130.5% |
| 3Y | +250.7% | +43.0% | +207.7% | +89.1% |
| All | +105.2% | -2.7% | +107.9% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling