+242.0%
TQQQ vs WFC
+132.5%
+109.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.1% |
| 7D | -3.9% | +0.3% | -4.2% | -4.2% |
| 30D | -5.3% | +2.3% | -7.6% | -7.2% |
| 3M | +0.1% | +9.8% | -9.6% | -7.9% |
| 6M | +40.7% | +15.6% | +25.1% | +21.9% |
| YTD | +31.8% | -2.4% | +34.2% | +32.7% |
| 1Y | +48.2% | +13.8% | +34.4% | +28.7% |
| All | +242.0% | +132.5% | +109.5% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling