+250.7%
TQQQ vs CSCO
+114.0%
+136.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | -2.3% |
| 7D | -1.9% | +2.7% | -4.6% | -4.9% |
| 30D | -4.9% | -9.5% | +4.6% | +5.2% |
| 3M | -6.4% | -7.6% | +1.2% | +1.2% |
| 6M | +44.4% | +44.9% | -0.5% | -14.8% |
| YTD | +35.2% | +47.7% | -12.5% | -25.2% |
| 1Y | +49.5% | +69.1% | -19.6% | -34.0% |
| 3Y | +250.7% | +113.5% | +137.2% | +22.2% |
| All | +250.7% | +114.0% | +136.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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