+250.7%
TQQQ vs CTSH
-11.6%
+262.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.1% |
| 7D | -1.9% | -3.7% | +1.8% | -0.1% |
| 30D | -4.9% | +3.7% | -8.5% | -6.8% |
| 3M | -6.4% | +17.9% | -24.3% | -15.6% |
| 6M | +44.4% | -2.6% | +47.0% | +53.4% |
| YTD | +35.2% | -26.4% | +61.6% | +91.5% |
| 1Y | +49.5% | -13.0% | +62.5% | +67.5% |
| 3Y | +250.7% | -11.2% | +261.9% | +338.8% |
| All | +250.7% | -11.6% | +262.3% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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