+105.2%
TQQQ vs EL
-69.0%
+174.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.1% |
| 7D | -1.9% | -6.5% | +4.6% | +2.7% |
| 30D | -4.9% | +11.1% | -16.0% | -13.1% |
| 3M | -6.4% | +10.7% | -17.1% | -14.5% |
| 6M | +44.4% | +6.9% | +37.5% | +32.1% |
| YTD | +35.2% | -6.3% | +41.5% | +31.2% |
| 1Y | +49.5% | +13.5% | +36.0% | +23.4% |
| 3Y | +250.7% | -33.1% | +283.8% | +286.4% |
| All | +105.2% | -69.0% | +174.2% | +640.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling