+250.7%
TQQQ vs XYL
+15.7%
+235.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.1% |
| 7D | -1.9% | +1.2% | -3.1% | -3.4% |
| 30D | -4.9% | -11.9% | +7.1% | +10.5% |
| 3M | -6.4% | -1.5% | -4.9% | -7.7% |
| 6M | +44.4% | -11.9% | +56.3% | +63.9% |
| YTD | +35.2% | -20.6% | +55.7% | +72.7% |
| 1Y | +49.5% | -23.5% | +73.0% | +102.8% |
| 3Y | +250.7% | +14.9% | +235.9% | +191.9% |
| All | +250.7% | +15.7% | +235.0% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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