+268.7%
TQQQ vs CSX
+68.3%
+200.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.5% |
| 7D | +4.4% | +0.6% | +3.7% | +3.8% |
| 30D | -3.1% | -2.3% | -0.8% | -1.0% |
| 3M | -5.2% | +4.3% | -9.5% | -10.0% |
| 6M | +52.4% | +23.4% | +29.0% | +20.7% |
| YTD | +37.4% | +36.4% | +1.0% | -2.4% |
| 1Y | +56.0% | +53.0% | +2.9% | -3.3% |
| 3Y | +268.7% | +70.6% | +198.1% | +86.1% |
| All | +268.7% | +68.3% | +200.4% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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