+2,802.7%
TQQQ vs CLF
+128.8%
+2,673.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.3% |
| 7D | -3.9% | -3.7% | -0.3% | -2.4% |
| 30D | -5.3% | -4.7% | -0.6% | -3.6% |
| 3M | +0.1% | -4.7% | +4.8% | 0.0% |
| 6M | +40.7% | +24.0% | +16.7% | +24.8% |
| YTD | +31.8% | -10.9% | +42.7% | +31.2% |
| 1Y | +48.2% | +4.0% | +44.2% | +33.7% |
| 3Y | +253.6% | -16.9% | +270.5% | +221.5% |
| 5Y | +99.6% | -49.3% | +148.9% | +121.3% |
| All | +2,802.7% | +128.8% | +2,673.9% | +1,421.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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