+253.5%
TQQQ vs TLT
-1.0%
+254.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | -2.7% | -2.9% | +0.1% | -1.4% |
| 6M | +45.4% | -6.3% | +51.7% | +49.1% |
| YTD | +36.3% | -3.3% | +39.6% | +38.5% |
| 1Y | +53.4% | -4.2% | +57.6% | +56.2% |
| All | +253.5% | -1.0% | +254.5% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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