+2,802.7%
TQQQ vs CMS
+120.6%
+2,682.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.0% |
| 30D | -5.3% | -2.8% | -2.5% | -3.3% |
| 3M | +0.1% | -7.1% | +7.3% | +4.2% |
| 6M | +40.7% | -10.0% | +50.7% | +48.3% |
| YTD | +31.8% | -0.9% | +32.7% | +27.8% |
| 1Y | +48.2% | -2.0% | +50.2% | +43.8% |
| 3Y | +253.6% | +33.0% | +220.6% | +142.1% |
| 5Y | +99.6% | +24.3% | +75.3% | +44.8% |
| All | +2,802.7% | +120.6% | +2,682.1% | +1,504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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