+35,000.4%
TQQQ vs WFC
+398.2%
+34,602.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +2.1% |
| 7D | +4.4% | +1.1% | +3.3% | +3.1% |
| 30D | -3.1% | +0.8% | -3.9% | -4.3% |
| 3M | -5.2% | +9.3% | -14.4% | -14.8% |
| 6M | +52.4% | +10.6% | +41.8% | +32.7% |
| YTD | +37.4% | -4.1% | +41.5% | +38.8% |
| 1Y | +56.0% | +13.6% | +42.4% | +30.1% |
| 3Y | +268.7% | +130.7% | +138.0% | +38.7% |
| 5Y | +101.2% | +126.7% | -25.5% | -19.1% |
| 10Y | +2,840.4% | +132.1% | +2,708.3% | +937.7% |
| All | +35,000.4% | +398.2% | +34,602.1% | +6,009.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling