+101.7%
TQQQ vs XLP
+30.6%
+71.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | +0.9% |
| 7D | +2.8% | -2.9% | +5.7% | +7.5% |
| 30D | -3.0% | -2.2% | -0.8% | -0.2% |
| 3M | -2.7% | -0.6% | -2.2% | -5.8% |
| 6M | +45.4% | -2.2% | +47.6% | +43.0% |
| YTD | +36.3% | +8.3% | +28.0% | +6.9% |
| 1Y | +53.4% | +5.7% | +47.7% | +24.0% |
| 3Y | +265.6% | +25.7% | +239.9% | +80.9% |
| 5Y | +101.7% | +31.3% | +70.4% | +7.2% |
| All | +101.7% | +30.6% | +71.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling