+2,876.9%
TQQQ vs CTAS
+687.6%
+2,189.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.0% | +0.4% |
| 7D | -1.9% | +0.5% | -2.4% | -2.6% |
| 30D | -4.9% | -0.7% | -4.1% | -4.3% |
| 3M | -6.4% | +11.1% | -17.5% | -24.5% |
| 6M | +44.4% | +2.1% | +42.3% | +29.2% |
| YTD | +35.2% | +8.0% | +27.2% | +10.2% |
| 1Y | +49.5% | -0.5% | +50.0% | +35.7% |
| 3Y | +250.7% | +66.2% | +184.5% | +43.3% |
| 5Y | +104.7% | +109.2% | -4.5% | -29.1% |
| All | +2,876.9% | +687.6% | +2,189.3% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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