+485.3%
TQQQ vs TSLQ
-97.2%
+582.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.1% |
| 7D | -1.9% | -6.6% | +4.7% | -4.4% |
| 30D | -4.9% | -24.3% | +19.4% | -13.5% |
| 3M | -6.4% | -3.6% | -2.8% | +0.2% |
| 6M | +44.4% | -12.0% | +56.4% | +59.5% |
| YTD | +35.2% | +1.4% | +33.8% | +61.8% |
| 1Y | +49.5% | -43.6% | +93.1% | +52.1% |
| 3Y | +250.7% | -95.4% | +346.1% | +161.1% |
| All | +485.3% | -97.2% | +582.6% | +370.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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