+59.2%
TQQQ vs ITW
+5.8%
+53.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.7% |
| 7D | +0.7% | -3.6% | +4.3% | +2.0% |
| 30D | -0.6% | -9.1% | +8.5% | +2.6% |
| 3M | -14.9% | +8.2% | -23.1% | -18.0% |
| 6M | +44.6% | -4.8% | +49.3% | +40.1% |
| YTD | +37.8% | +11.0% | +26.8% | +34.3% |
| 1Y | +59.2% | +4.2% | +54.9% | +56.8% |
| All | +59.2% | +5.8% | +53.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling