+345.2%
TQQQ vs TSLL
-54.1%
+399.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.8% | +5.1% | -2.3% | +0.3% |
| 30D | -3.0% | +20.0% | -23.0% | -10.6% |
| 3M | -2.7% | -23.8% | +21.0% | +3.4% |
| 6M | +45.4% | -30.3% | +75.7% | +57.7% |
| YTD | +36.3% | -47.7% | +83.9% | +61.9% |
| 1Y | +53.4% | -21.2% | +74.6% | +52.6% |
| 3Y | +265.6% | -26.9% | +292.5% | +169.5% |
| All | +345.2% | -54.1% | +399.3% | +360.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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