+2,876.9%
TQQQ vs WULF
+82.7%
+2,794.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +2.0% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -4.9% | -2.6% | -2.2% | -4.8% |
| 3M | -6.4% | -34.0% | +27.6% | -1.0% |
| 6M | +44.4% | +10.0% | +34.4% | +41.7% |
| YTD | +35.2% | +45.7% | -10.5% | +26.0% |
| 1Y | +49.5% | +57.3% | -7.8% | +36.3% |
| 3Y | +250.7% | +878.9% | -628.2% | +124.3% |
| 5Y | +104.7% | -28.3% | +133.0% | +34.4% |
| All | +2,876.9% | +82.7% | +2,794.2% | +1,787.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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