-94.7%
SQQQ vs TAP
-2.6%
-92.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.2% |
| 7D | +4.1% | -5.3% | +9.3% | +2.2% |
| 30D | +4.6% | -7.4% | +12.0% | +2.0% |
| 3M | -10.4% | -4.9% | -5.5% | -12.2% |
| 6M | -42.1% | -14.2% | -27.9% | -46.0% |
| YTD | -40.3% | -14.8% | -25.5% | -44.4% |
| 1Y | -50.2% | -18.1% | -32.1% | -54.7% |
| 3Y | -89.4% | -32.7% | -56.7% | -91.2% |
| 5Y | -94.7% | -0.5% | -94.2% | -93.7% |
| All | -94.7% | -2.6% | -92.1% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling