+195.0%
TQQQ vs CLF
-22.9%
+217.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -2.4% |
| 7D | +10.4% | +10.4% | 0.0% | +6.3% |
| 30D | -22.2% | +0.6% | -22.7% | -22.5% |
| 3M | -25.1% | +4.1% | -29.2% | -26.9% |
| 6M | -25.0% | +15.1% | -40.1% | -30.8% |
| YTD | +10.1% | -4.7% | +14.8% | +6.2% |
| 1Y | +11.0% | +20.4% | -9.3% | -2.7% |
| 3Y | +195.0% | -23.4% | +218.4% | +174.4% |
| All | +195.0% | -22.9% | +217.9% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling