+33,565.4%
TQQQ vs CTAS
+3,932.4%
+29,633.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.1% |
| 7D | -3.9% | -1.3% | -2.6% | -2.0% |
| 30D | -5.3% | -3.1% | -2.2% | -1.4% |
| 3M | +0.1% | +10.3% | -10.1% | -19.2% |
| 6M | +40.7% | +1.6% | +39.0% | +25.5% |
| YTD | +31.8% | +6.3% | +25.5% | +8.6% |
| 1Y | +48.2% | -0.5% | +48.7% | +33.1% |
| 3Y | +253.6% | +64.6% | +189.0% | +42.6% |
| 5Y | +99.6% | +106.0% | -6.4% | -31.4% |
| 10Y | +2,951.5% | +677.5% | +2,274.0% | +51.9% |
| All | +33,565.4% | +3,932.4% | +29,633.0% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling