+250.7%
TQQQ vs COR
+84.9%
+165.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -1.9% | -2.8% | +0.9% | -2.7% |
| 30D | -4.9% | +2.6% | -7.4% | -4.1% |
| 3M | -6.4% | +14.5% | -20.9% | -2.7% |
| 6M | +44.4% | -7.8% | +52.2% | +46.8% |
| YTD | +35.2% | -4.2% | +39.4% | +39.4% |
| 1Y | +49.5% | +7.0% | +42.5% | +58.9% |
| 3Y | +250.7% | +85.5% | +165.2% | +364.9% |
| All | +250.7% | +84.9% | +165.8% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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