+2,876.9%
TQQQ vs STRL
+7,221.5%
-4,344.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | 0.0% |
| 7D | -1.9% | +5.0% | -7.0% | -4.3% |
| 30D | -4.9% | -6.9% | +2.1% | -2.0% |
| 3M | -6.4% | -39.1% | +32.7% | +15.9% |
| 6M | +44.4% | +21.5% | +22.9% | +16.1% |
| YTD | +35.2% | +66.9% | -31.7% | -9.1% |
| 1Y | +49.5% | +61.6% | -12.1% | +0.6% |
| 3Y | +250.7% | +560.0% | -309.3% | +7.2% |
| 5Y | +104.7% | +2,238.9% | -2,134.2% | -67.4% |
| All | +2,876.9% | +7,221.5% | -4,344.6% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling