+12.9%
TQQQ vs XLP
+24.3%
-11.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +6.7% |
| 7D | -14.0% | +5.9% | -19.9% | -7.7% |
| 30D | -25.1% | +13.5% | -38.6% | -13.0% |
| 3M | -16.7% | +8.4% | -25.1% | -7.5% |
| 6M | -3.7% | +11.5% | -15.3% | +11.2% |
| YTD | +18.8% | +20.6% | -1.9% | +49.4% |
| 1Y | +12.9% | +24.3% | -11.4% | +45.2% |
| All | +12.9% | +24.3% | -11.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling