-100.0%
SQQQ vs TAP
+52.5%
-152.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.2% |
| 7D | -2.7% | -5.1% | +2.4% | -6.2% |
| 30D | +2.4% | -8.4% | +10.9% | -3.8% |
| 3M | -8.0% | -3.9% | -4.1% | -11.3% |
| 6M | -43.9% | -14.4% | -29.6% | -50.6% |
| YTD | -42.2% | -14.7% | -27.5% | -49.5% |
| 1Y | -51.8% | -18.7% | -33.1% | -59.5% |
| 3Y | -89.7% | -32.6% | -57.1% | -92.3% |
| 5Y | -94.7% | -1.4% | -93.3% | -93.8% |
| 10Y | -100.0% | -50.4% | -49.6% | -100.0% |
| All | -100.0% | +52.5% | -152.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling