-100.0%
SQQQ vs TAP
-49.9%
-50.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -1.9% |
| 7D | +1.8% | -3.9% | +5.7% | -0.3% |
| 30D | +4.2% | -5.3% | +9.4% | +1.2% |
| 3M | -3.3% | -3.8% | +0.5% | -5.8% |
| 6M | -43.6% | -11.4% | -32.3% | -47.9% |
| YTD | -41.9% | -13.7% | -28.1% | -47.2% |
| 1Y | -50.6% | -17.2% | -33.4% | -56.5% |
| 3Y | -89.3% | -33.1% | -56.2% | -91.5% |
| 5Y | -94.8% | +0.8% | -95.6% | -93.9% |
| All | -100.0% | -49.9% | -50.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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