+2,876.9%
TQQQ vs VTR
+99.2%
+2,777.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -4.9% | +1.1% | -6.0% | -5.6% |
| 3M | -6.4% | +7.9% | -14.3% | -12.2% |
| 6M | +44.4% | +6.2% | +38.2% | +35.2% |
| YTD | +35.2% | +17.7% | +17.4% | +18.5% |
| 1Y | +49.5% | +32.9% | +16.6% | +20.5% |
| 3Y | +250.7% | +129.7% | +121.0% | +96.6% |
| 5Y | +104.7% | +89.3% | +15.4% | +31.7% |
| All | +2,876.9% | +99.2% | +2,777.7% | +1,614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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