+2,876.9%
TQQQ vs XLB
+163.8%
+2,713.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +1.8% |
| 7D | -1.9% | -2.8% | +0.9% | +4.4% |
| 30D | -4.9% | -3.1% | -1.8% | +1.4% |
| 3M | -6.4% | -0.2% | -6.2% | -7.8% |
| 6M | +44.4% | +3.1% | +41.3% | +34.0% |
| YTD | +35.2% | +13.3% | +21.9% | +0.6% |
| 1Y | +49.5% | +12.0% | +37.5% | +13.7% |
| 3Y | +250.7% | +31.4% | +219.3% | +103.0% |
| 5Y | +104.7% | +33.9% | +70.8% | +40.0% |
| All | +2,876.9% | +163.8% | +2,713.1% | +624.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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