+105.2%
TQQQ vs VMC
+47.0%
+58.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.4% |
| 7D | -1.9% | -3.8% | +1.8% | +3.0% |
| 30D | -4.9% | -9.7% | +4.8% | +8.3% |
| 3M | -6.4% | -9.6% | +3.2% | +3.3% |
| 6M | +44.4% | -4.8% | +49.2% | +46.4% |
| YTD | +35.2% | -10.9% | +46.0% | +44.3% |
| 1Y | +49.5% | -15.6% | +65.1% | +72.1% |
| 3Y | +250.7% | +19.3% | +231.4% | +125.9% |
| All | +105.2% | +47.0% | +58.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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