+195.0%
TQQQ vs XLP
+45.4%
+149.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.8% |
| 7D | +10.4% | +2.5% | +7.9% | +10.2% |
| 30D | -22.2% | +7.3% | -29.5% | -22.7% |
| 3M | -25.1% | +8.1% | -33.2% | -25.7% |
| 6M | -25.0% | +10.5% | -35.5% | -26.8% |
| YTD | +10.1% | +21.2% | -11.1% | -1.7% |
| 1Y | +11.0% | +22.7% | -11.7% | -2.4% |
| 3Y | +195.0% | +44.8% | +150.2% | +116.0% |
| All | +195.0% | +45.4% | +149.6% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling