+100.1%
TQQQ vs WFC
+126.7%
-26.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.0% |
| 7D | -3.9% | +0.3% | -4.2% | -4.3% |
| 30D | -5.3% | +2.3% | -7.6% | -7.8% |
| 3M | +0.1% | +9.8% | -9.6% | -10.0% |
| 6M | +40.7% | +15.6% | +25.1% | +17.6% |
| YTD | +31.8% | -2.4% | +34.2% | +31.5% |
| 1Y | +48.2% | +13.8% | +34.4% | +23.9% |
| 3Y | +253.6% | +134.6% | +119.0% | +26.1% |
| All | +100.1% | +126.7% | -26.7% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling