+303.4%
TQQQ vs TLN
+589.3%
-285.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | +0.2% |
| 7D | +2.8% | +5.8% | -3.0% | -0.4% |
| 30D | -3.0% | -6.9% | +3.8% | +0.3% |
| 3M | -2.7% | -10.9% | +8.2% | +2.9% |
| 6M | +45.4% | -4.6% | +50.0% | +46.8% |
| YTD | +36.3% | -14.7% | +51.0% | +43.0% |
| 1Y | +53.4% | -17.9% | +71.3% | +64.2% |
| 3Y | +265.6% | +483.9% | -218.3% | +44.0% |
| All | +303.4% | +589.3% | -285.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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