+18,452.8%
TQQQ vs XYL
+454.2%
+17,998.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.0% |
| 7D | -3.9% | -1.2% | -2.7% | -2.5% |
| 30D | -5.3% | -13.2% | +7.9% | +13.1% |
| 3M | +0.1% | -0.2% | +0.3% | -2.0% |
| 6M | +40.7% | -12.5% | +53.2% | +62.7% |
| YTD | +31.8% | -20.9% | +52.7% | +71.1% |
| 1Y | +48.2% | -21.6% | +69.8% | +95.3% |
| 3Y | +253.6% | +16.1% | +237.5% | +189.8% |
| 5Y | +99.6% | -15.6% | +115.2% | +168.8% |
| 10Y | +2,951.5% | +147.7% | +2,803.8% | +1,223.8% |
| All | +18,452.8% | +454.2% | +17,998.6% | +3,678.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling