+105.2%
TQQQ vs VSH
+74.2%
+31.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.6% | -2.8% |
| 7D | -1.9% | +4.8% | -6.7% | -6.0% |
| 30D | -4.9% | -0.7% | -4.2% | -5.1% |
| 3M | -6.4% | -43.1% | +36.7% | +46.4% |
| 6M | +44.4% | +91.8% | -47.4% | -36.0% |
| YTD | +35.2% | +131.6% | -96.5% | -52.5% |
| 1Y | +49.5% | +118.1% | -68.6% | -45.0% |
| 3Y | +250.7% | +40.9% | +209.8% | +103.8% |
| All | +105.2% | +74.2% | +31.0% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling