+2,876.9%
TQQQ vs CME
+282.4%
+2,594.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.1% |
| 7D | -1.9% | -1.6% | -0.3% | -0.7% |
| 30D | -4.9% | +5.6% | -10.4% | -9.2% |
| 3M | -6.4% | +5.6% | -12.0% | -12.3% |
| 6M | +44.4% | -8.3% | +52.7% | +48.7% |
| YTD | +35.2% | +4.3% | +30.8% | +22.4% |
| 1Y | +49.5% | +9.1% | +40.4% | +28.2% |
| 3Y | +250.7% | +52.1% | +198.7% | +95.2% |
| 5Y | +104.7% | +79.7% | +25.0% | -1.5% |
| All | +2,876.9% | +282.4% | +2,594.5% | +1,006.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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