+34,703.6%
TQQQ vs CME
+847.4%
+33,856.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | +0.4% |
| 7D | +2.8% | -1.1% | +3.9% | +3.9% |
| 30D | -3.0% | +4.2% | -7.2% | -7.2% |
| 3M | -2.7% | +7.3% | -10.0% | -12.2% |
| 6M | +45.4% | -11.4% | +56.8% | +54.7% |
| YTD | +36.3% | +3.5% | +32.7% | +21.6% |
| 1Y | +53.4% | +8.6% | +44.8% | +28.2% |
| 3Y | +265.6% | +51.6% | +214.0% | +90.8% |
| 5Y | +101.7% | +75.3% | +26.4% | -8.0% |
| 10Y | +3,054.7% | +278.8% | +2,775.9% | +487.5% |
| All | +34,703.6% | +847.4% | +33,856.2% | +2,377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling