+250.7%
TQQQ vs WULF
+830.0%
-579.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.2% | +1.7% |
| 7D | -1.9% | +1.4% | -3.3% | -2.3% |
| 30D | -4.9% | -2.6% | -2.2% | -4.8% |
| 3M | -6.4% | -34.0% | +27.6% | +1.6% |
| 6M | +44.4% | +10.0% | +34.4% | +40.1% |
| YTD | +35.2% | +45.7% | -10.5% | +21.5% |
| 1Y | +49.5% | +57.3% | -7.8% | +29.8% |
| 3Y | +250.7% | +878.9% | -628.2% | +106.6% |
| All | +250.7% | +830.0% | -579.3% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling