+99.6%
TQQQ vs CHRW
+94.0%
+5.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -4.0% |
| 7D | -3.9% | +4.4% | -8.3% | -6.3% |
| 30D | -5.3% | +5.5% | -10.8% | -8.3% |
| 3M | +0.1% | -17.3% | +17.4% | +9.2% |
| 6M | +40.7% | -12.7% | +53.3% | +46.8% |
| YTD | +31.8% | -4.1% | +35.9% | +27.0% |
| 1Y | +48.2% | +21.2% | +27.0% | +18.7% |
| 3Y | +253.6% | +88.9% | +164.7% | +87.4% |
| 5Y | +99.6% | +93.1% | +6.5% | +5.8% |
| All | +99.6% | +94.0% | +5.6% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling