+250.7%
TQQQ vs GWW
+89.6%
+161.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.9% |
| 7D | -1.9% | -3.4% | +1.4% | +1.2% |
| 30D | -4.9% | -1.9% | -2.9% | -3.3% |
| 3M | -6.4% | -2.4% | -4.0% | -5.5% |
| 6M | +44.4% | +15.7% | +28.7% | +21.5% |
| YTD | +35.2% | +27.6% | +7.6% | +0.6% |
| 1Y | +49.5% | +27.2% | +22.3% | +11.3% |
| 3Y | +250.7% | +89.7% | +161.0% | +64.0% |
| All | +250.7% | +89.6% | +161.1% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling