+35,000.4%
TQQQ vs XLP
+398.8%
+34,601.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +1.3% |
| 7D | +4.4% | -1.4% | +5.8% | +8.1% |
| 30D | -3.1% | -1.3% | -1.8% | -1.0% |
| 3M | -5.2% | +1.8% | -7.0% | -15.5% |
| 6M | +52.4% | -0.8% | +53.2% | +41.8% |
| YTD | +37.4% | +9.5% | +27.9% | -4.5% |
| 1Y | +56.0% | +7.2% | +48.8% | +11.3% |
| 3Y | +268.7% | +27.1% | +241.6% | +54.4% |
| 5Y | +101.2% | +32.0% | +69.2% | -14.8% |
| 10Y | +2,840.4% | +102.9% | +2,737.5% | +379.2% |
| All | +35,000.4% | +398.8% | +34,601.5% | +242.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling