+2,448.5%
TQQQ vs XLP
+139.1%
+2,309.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -6.6% |
| 7D | +10.4% | +2.5% | +7.9% | +4.9% |
| 30D | -22.2% | +7.3% | -29.5% | -34.7% |
| 3M | -25.1% | +8.1% | -33.2% | -39.4% |
| 6M | -25.0% | +10.5% | -35.5% | -45.8% |
| YTD | +10.1% | +21.2% | -11.1% | -38.4% |
| 1Y | +11.0% | +22.7% | -11.7% | -40.3% |
| 3Y | +195.0% | +44.8% | +150.2% | -4.6% |
| 5Y | +46.6% | +44.7% | +1.9% | -46.3% |
| All | +2,448.5% | +139.1% | +2,309.4% | +308.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling