+105.2%
TQQQ vs ITW
+36.9%
+68.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -0.8% |
| 30D | -4.9% | -8.3% | +3.5% | +9.0% |
| 3M | -6.4% | +6.0% | -12.4% | -17.1% |
| 6M | +44.4% | 0.0% | +44.4% | +40.1% |
| YTD | +35.2% | +10.2% | +24.9% | +7.3% |
| 1Y | +49.5% | +3.2% | +46.3% | +30.8% |
| 3Y | +250.7% | +21.0% | +229.7% | +123.8% |
| All | +105.2% | +36.9% | +68.3% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling