+2,876.9%
TQQQ vs GLW
+863.8%
+2,013.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.5% | +0.4% |
| 7D | -1.9% | +7.8% | -9.8% | -10.0% |
| 30D | -4.9% | -0.4% | -4.4% | -6.7% |
| 3M | -6.4% | -5.6% | -0.8% | -12.7% |
| 6M | +44.4% | +26.7% | +17.7% | -16.3% |
| YTD | +35.2% | +91.0% | -55.9% | -59.4% |
| 1Y | +49.5% | +122.4% | -72.9% | -64.2% |
| 3Y | +250.7% | +471.0% | -220.3% | -78.1% |
| 5Y | +104.7% | +385.6% | -280.9% | -82.1% |
| All | +2,876.9% | +863.8% | +2,013.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling