+46.7%
TQQQ vs TYL
-23.0%
+69.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +10.4% | +0.8% | +9.6% | +9.6% |
| 30D | -22.2% | +21.1% | -43.3% | -36.7% |
| 3M | -25.1% | +28.9% | -54.0% | -44.2% |
| 6M | -25.0% | +42.0% | -67.0% | -54.0% |
| YTD | +10.1% | -6.6% | +16.6% | +4.7% |
| 1Y | +11.0% | -9.1% | +20.1% | +8.5% |
| 3Y | +195.0% | +1.8% | +193.1% | +116.8% |
| All | +46.7% | -23.0% | +69.7% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling