+2,876.9%
TQQQ vs VSH
+196.4%
+2,680.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.6% | -3.3% |
| 7D | -1.9% | +4.8% | -6.7% | -6.4% |
| 30D | -4.9% | -0.7% | -4.2% | -5.3% |
| 3M | -6.4% | -43.1% | +36.7% | +50.6% |
| 6M | +44.4% | +91.8% | -47.4% | -38.4% |
| YTD | +35.2% | +131.6% | -96.5% | -54.5% |
| 1Y | +49.5% | +118.1% | -68.6% | -47.3% |
| 3Y | +250.7% | +40.9% | +209.8% | +83.9% |
| 5Y | +104.7% | +75.8% | +28.9% | -7.6% |
| All | +2,876.9% | +196.4% | +2,680.5% | +750.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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