+195.0%
TQQQ vs TYL
+1.3%
+193.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | +10.4% | +0.8% | +9.6% | +10.2% |
| 30D | -22.2% | +21.1% | -43.3% | -26.3% |
| 3M | -25.1% | +28.9% | -54.0% | -30.8% |
| 6M | -25.0% | +42.0% | -67.0% | -35.2% |
| YTD | +10.1% | -6.6% | +16.6% | +23.5% |
| 1Y | +11.0% | -9.1% | +20.1% | +26.7% |
| 3Y | +195.0% | +1.8% | +193.1% | +223.1% |
| All | +195.0% | +1.3% | +193.6% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling