+105.2%
TQQQ vs XLC
+39.8%
+65.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | 0.0% |
| 7D | -1.9% | +0.5% | -2.4% | -3.3% |
| 30D | -4.9% | +2.1% | -7.0% | -10.7% |
| 3M | -6.4% | +0.7% | -7.1% | -11.4% |
| 6M | +44.4% | -3.2% | +47.6% | +54.1% |
| YTD | +35.2% | -3.8% | +39.0% | +46.4% |
| 1Y | +49.5% | -2.0% | +51.5% | +55.4% |
| 3Y | +250.7% | +71.4% | +179.4% | -4.9% |
| All | +105.2% | +39.8% | +65.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling