+2,876.9%
TQQQ vs VYM
+209.2%
+2,667.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +0.6% |
| 7D | -1.9% | -0.8% | -1.1% | +0.5% |
| 30D | -4.9% | -2.2% | -2.6% | +1.8% |
| 3M | -6.4% | +3.1% | -9.5% | -14.0% |
| 6M | +44.4% | +9.7% | +34.7% | +12.6% |
| YTD | +35.2% | +14.9% | +20.3% | -7.7% |
| 1Y | +49.5% | +17.6% | +31.9% | -3.7% |
| 3Y | +250.7% | +65.3% | +185.4% | -4.2% |
| 5Y | +104.7% | +78.7% | +26.0% | -42.8% |
| All | +2,876.9% | +209.2% | +2,667.7% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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