+252.6%
TQQQ vs TSLL
-53.8%
+306.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -6.6% | -11.0% | +4.4% | -2.3% |
| 30D | -30.4% | -5.3% | -25.1% | -28.9% |
| 3M | -23.2% | +20.8% | -44.0% | -29.3% |
| 6M | -25.5% | -36.0% | +10.5% | -16.1% |
| YTD | +7.9% | -47.3% | +55.2% | +28.0% |
| 1Y | +1.1% | -48.4% | +49.6% | +19.5% |
| 3Y | +186.6% | -5.4% | +192.1% | +90.5% |
| All | +252.6% | -53.8% | +306.4% | +264.4% |
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