+105.2%
TQQQ vs NLY
+25.6%
+79.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +3.1% |
| 7D | -1.9% | -4.0% | +2.1% | +3.4% |
| 30D | -4.9% | -5.2% | +0.4% | +2.0% |
| 3M | -6.4% | +2.8% | -9.2% | -10.1% |
| 6M | +44.4% | +4.2% | +40.2% | +37.1% |
| YTD | +35.2% | +4.7% | +30.5% | +26.5% |
| 1Y | +49.5% | +12.7% | +36.8% | +25.7% |
| 3Y | +250.7% | +62.5% | +188.2% | +87.2% |
| All | +105.2% | +25.6% | +79.6% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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