+242.0%
TQQQ vs CTAS
+64.7%
+177.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | -3.9% | -1.3% | -2.6% | -3.0% |
| 30D | -5.3% | -3.1% | -2.2% | -3.3% |
| 3M | +0.1% | +10.3% | -10.1% | -11.2% |
| 6M | +40.7% | +1.6% | +39.0% | +35.4% |
| YTD | +31.8% | +6.3% | +25.5% | +19.7% |
| 1Y | +48.2% | -0.5% | +48.7% | +44.5% |
| All | +242.0% | +64.7% | +177.3% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling