+2,876.9%
TQQQ vs WFC
+145.8%
+2,731.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +1.7% |
| 7D | -1.9% | +0.4% | -2.3% | -2.3% |
| 30D | -4.9% | +1.5% | -6.4% | -6.5% |
| 3M | -6.4% | +10.2% | -16.6% | -15.3% |
| 6M | +44.4% | +18.8% | +25.6% | +20.1% |
| YTD | +35.2% | -1.5% | +36.7% | +33.6% |
| 1Y | +49.5% | +13.5% | +36.0% | +28.4% |
| 3Y | +250.7% | +135.0% | +115.8% | +50.9% |
| 5Y | +104.7% | +130.1% | -25.4% | -4.5% |
| All | +2,876.9% | +145.8% | +2,731.1% | +1,465.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 10y: compounded portfolio wealth divided by compounded WFC 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…
10y analysis · Full analysis span regression · 6 months rolling