+2,876.9%
TQQQ vs CHRW
+183.1%
+2,693.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.4% |
| 7D | -1.9% | +3.5% | -5.4% | -4.5% |
| 30D | -4.9% | +4.6% | -9.4% | -8.3% |
| 3M | -6.4% | -19.7% | +13.3% | +6.7% |
| 6M | +44.4% | -12.4% | +56.8% | +51.7% |
| YTD | +35.2% | -3.9% | +39.1% | +28.3% |
| 1Y | +49.5% | +18.4% | +31.1% | +14.9% |
| 3Y | +250.7% | +88.8% | +161.9% | +59.7% |
| 5Y | +104.7% | +93.5% | +11.2% | -7.4% |
| All | +2,876.9% | +183.1% | +2,693.8% | +907.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling