+105.2%
TQQQ vs XLI
+80.9%
+24.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | -0.5% |
| 7D | -1.9% | -1.7% | -0.3% | +2.8% |
| 30D | -4.9% | -7.3% | +2.4% | +17.8% |
| 3M | -6.4% | -1.3% | -5.1% | -2.0% |
| 6M | +44.4% | +2.2% | +42.2% | +36.7% |
| YTD | +35.2% | +11.7% | +23.5% | -2.9% |
| 1Y | +49.5% | +14.3% | +35.2% | +1.2% |
| 3Y | +250.7% | +70.3% | +180.4% | -20.9% |
| All | +105.2% | +80.9% | +24.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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