+242.0%
TQQQ vs XLC
+71.4%
+170.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -4.8% |
| 7D | -3.9% | -1.7% | -2.3% | +0.1% |
| 30D | -5.3% | +0.2% | -5.5% | -6.6% |
| 3M | +0.1% | +0.7% | -0.6% | -4.8% |
| 6M | +40.7% | -4.5% | +45.1% | +56.3% |
| YTD | +31.8% | -4.7% | +36.5% | +47.3% |
| 1Y | +48.2% | -1.5% | +49.7% | +51.5% |
| All | +242.0% | +71.4% | +170.5% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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