+53.4%
TQQQ vs XLP
+6.1%
+47.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -2.1% |
| 7D | +2.8% | -2.9% | +5.7% | -0.4% |
| 30D | -3.0% | -2.2% | -0.8% | -5.2% |
| 3M | -2.7% | -0.6% | -2.2% | -2.2% |
| 6M | +45.4% | -2.2% | +47.6% | +43.4% |
| YTD | +36.3% | +8.3% | +28.0% | +51.0% |
| 1Y | +53.4% | +5.7% | +47.7% | +67.5% |
| All | +53.4% | +6.1% | +47.3% | +67.5% |
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