+99.6%
TQQQ vs CRL
-38.6%
+138.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.3% | -2.0% |
| 7D | -3.9% | -6.9% | +3.0% | +0.9% |
| 30D | -5.3% | -3.2% | -2.1% | -3.3% |
| 3M | +0.1% | +46.5% | -46.4% | -25.1% |
| 6M | +40.7% | +63.1% | -22.5% | -4.9% |
| YTD | +31.8% | +36.9% | -5.1% | +0.3% |
| 1Y | +48.2% | +78.1% | -29.9% | -9.7% |
| 3Y | +253.6% | +36.7% | +216.9% | +134.3% |
| 5Y | +99.6% | -38.1% | +137.7% | +154.0% |
| All | +99.6% | -38.6% | +138.2% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 5y: compounded portfolio wealth divided by compounded CRL 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…
5y analysis · Full analysis span regression · 6 months rolling