+250.7%
TQQQ vs ITW
+20.2%
+230.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +1.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.1% |
| 30D | -4.9% | -8.3% | +3.5% | +4.8% |
| 3M | -6.4% | +6.0% | -12.4% | -14.3% |
| 6M | +44.4% | 0.0% | +44.4% | +41.6% |
| YTD | +35.2% | +10.2% | +24.9% | +13.9% |
| 1Y | +49.5% | +3.2% | +46.3% | +37.0% |
| 3Y | +250.7% | +21.0% | +229.7% | +150.5% |
| All | +250.7% | +20.2% | +230.5% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling