+105.2%
TQQQ vs XLE
+222.8%
-117.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.3% |
| 7D | -1.9% | +1.7% | -3.6% | -3.0% |
| 30D | -4.9% | +6.7% | -11.6% | -9.2% |
| 3M | -6.4% | +14.9% | -21.3% | -16.0% |
| 6M | +44.4% | +15.9% | +28.5% | +25.4% |
| YTD | +35.2% | +47.7% | -12.5% | -5.1% |
| 1Y | +49.5% | +50.7% | -1.2% | +2.7% |
| 3Y | +250.7% | +57.9% | +192.8% | +133.8% |
| All | +105.2% | +222.8% | -117.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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