+105.2%
TQQQ vs TLT
-35.3%
+140.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -1.9% | -1.6% | -0.3% | -1.4% |
| 30D | -4.9% | -1.1% | -3.7% | -4.5% |
| 3M | -6.4% | -4.9% | -1.6% | -4.8% |
| 6M | +44.4% | -5.0% | +49.4% | +47.2% |
| YTD | +35.2% | -4.4% | +39.5% | +37.5% |
| 1Y | +49.5% | -6.4% | +55.9% | +52.8% |
| 3Y | +250.7% | -2.0% | +252.7% | +247.2% |
| All | +105.2% | -35.3% | +140.4% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling