+2,733.9%
TQQQ vs VST
+1,175.7%
+1,558.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -1.7% |
| 7D | +0.7% | +8.9% | -8.2% | -4.6% |
| 30D | -0.6% | +6.2% | -6.8% | -4.5% |
| 3M | -14.9% | -2.7% | -12.2% | -13.6% |
| 6M | +44.6% | -8.4% | +52.9% | +49.7% |
| YTD | +37.8% | -7.2% | +45.0% | +39.1% |
| 1Y | +59.2% | -20.9% | +80.1% | +74.9% |
| 3Y | +254.1% | +384.0% | -129.9% | -5.1% |
| 5Y | +100.6% | +757.1% | -656.5% | -63.5% |
| All | +2,733.9% | +1,175.7% | +1,558.2% | +352.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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