+349.0%
TQQQ vs TSLL
-54.0%
+403.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.9% | -8.2% | -3.1% |
| 7D | +4.4% | +5.8% | -1.4% | +1.6% |
| 30D | -3.1% | +21.7% | -24.8% | -11.1% |
| 3M | -5.2% | -28.2% | +23.1% | +2.9% |
| 6M | +52.4% | -29.5% | +81.8% | +64.6% |
| YTD | +37.4% | -47.5% | +85.0% | +63.1% |
| 1Y | +56.0% | -20.8% | +76.8% | +54.9% |
| 3Y | +268.7% | -26.7% | +295.4% | +171.6% |
| All | +349.0% | -54.0% | +403.0% | +364.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling