+250.7%
TQQQ vs SHW
+22.1%
+228.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.7% | +0.9% |
| 7D | -1.9% | -3.1% | +1.2% | +1.0% |
| 30D | -4.9% | -10.0% | +5.2% | +4.8% |
| 3M | -6.4% | +2.3% | -8.7% | -10.2% |
| 6M | +44.4% | +0.7% | +43.7% | +40.2% |
| YTD | +35.2% | +0.5% | +34.7% | +29.1% |
| 1Y | +49.5% | -11.5% | +61.0% | +64.5% |
| 3Y | +250.7% | +21.3% | +229.4% | +181.6% |
| All | +250.7% | +22.1% | +228.6% | +181.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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