+2,876.9%
TQQQ vs GWW
+570.2%
+2,306.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.9% |
| 7D | -1.9% | -3.4% | +1.4% | +1.6% |
| 30D | -4.9% | -1.9% | -2.9% | -3.1% |
| 3M | -6.4% | -2.4% | -4.0% | -5.2% |
| 6M | +44.4% | +15.7% | +28.7% | +21.8% |
| YTD | +35.2% | +27.6% | +7.6% | +1.4% |
| 1Y | +49.5% | +27.2% | +22.3% | +12.0% |
| 3Y | +250.7% | +89.7% | +161.0% | +74.7% |
| 5Y | +104.7% | +223.9% | -119.2% | -37.3% |
| All | +2,876.9% | +570.2% | +2,306.7% | +571.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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