+105.2%
TQQQ vs XLF
+65.0%
+40.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.0% |
| 7D | -1.9% | -1.5% | -0.5% | +1.5% |
| 30D | -4.9% | -1.2% | -3.7% | -2.5% |
| 3M | -6.4% | +9.2% | -15.6% | -25.3% |
| 6M | +44.4% | +16.3% | +28.1% | -1.3% |
| YTD | +35.2% | +5.4% | +29.7% | +16.7% |
| 1Y | +49.5% | +7.6% | +41.9% | +22.3% |
| 3Y | +250.7% | +74.2% | +176.5% | -9.5% |
| All | +105.2% | +65.0% | +40.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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