+250.7%
TQQQ vs XLK
+119.6%
+131.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | -0.5% |
| 7D | -1.9% | +0.2% | -2.1% | -2.4% |
| 30D | -4.9% | -0.6% | -4.2% | -3.4% |
| 3M | -6.4% | +2.6% | -9.0% | -9.8% |
| 6M | +44.4% | +34.0% | +10.4% | -25.2% |
| YTD | +35.2% | +30.7% | +4.5% | -25.1% |
| 1Y | +49.5% | +39.2% | +10.3% | -27.7% |
| 3Y | +250.7% | +120.4% | +130.3% | -38.4% |
| All | +250.7% | +119.6% | +131.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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