+34,426.4%
TQQQ vs ITOT
+829.0%
+33,597.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | -0.2% |
| 7D | -1.9% | -0.9% | -1.0% | +1.1% |
| 30D | -4.9% | -1.5% | -3.4% | +0.1% |
| 3M | -6.4% | +3.6% | -10.0% | -13.7% |
| 6M | +44.4% | +13.7% | +30.7% | +2.4% |
| YTD | +35.2% | +12.9% | +22.2% | -0.7% |
| 1Y | +49.5% | +17.2% | +32.3% | 0.0% |
| 3Y | +250.7% | +75.6% | +175.1% | -17.3% |
| 5Y | +104.7% | +75.5% | +29.2% | -27.3% |
| 10Y | +3,029.5% | +302.0% | +2,727.6% | +69.9% |
| All | +34,426.4% | +829.0% | +33,597.4% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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