+53.4%
TQQQ vs TSLL
-21.9%
+75.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +2.8% | +5.1% | -2.3% | 0.0% |
| 30D | -3.0% | +20.0% | -23.0% | -11.6% |
| 3M | -2.7% | -23.8% | +21.0% | +3.8% |
| 6M | +45.4% | -30.3% | +75.7% | +58.2% |
| YTD | +36.3% | -47.7% | +83.9% | +61.0% |
| 1Y | +53.4% | -21.2% | +74.6% | +70.8% |
| All | +53.4% | -21.9% | +75.3% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling