+101.2%
TQQQ vs TYL
-28.2%
+129.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +4.1% |
| 7D | +4.4% | -7.6% | +12.0% | +12.4% |
| 30D | -3.1% | +11.3% | -14.4% | -14.2% |
| 3M | -5.2% | +14.5% | -19.7% | -23.8% |
| 6M | +52.4% | -7.1% | +59.5% | +49.0% |
| YTD | +37.4% | -23.4% | +60.8% | +63.6% |
| 1Y | +56.0% | -38.6% | +94.5% | +146.2% |
| 3Y | +268.7% | -11.3% | +280.0% | +205.1% |
| 5Y | +101.2% | -28.0% | +129.2% | +161.7% |
| All | +101.2% | -28.2% | +129.4% | +161.7% |
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