-100.0%
SQQQ vs TCOM
+137.6%
-237.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.2% |
| 7D | +1.8% | -4.9% | +6.7% | -0.7% |
| 30D | +4.2% | -14.4% | +18.5% | -3.8% |
| 3M | -3.3% | -17.7% | +14.4% | -12.4% |
| 6M | -43.6% | -25.1% | -18.5% | -51.0% |
| YTD | -41.9% | -45.7% | +3.9% | -56.5% |
| 1Y | -50.6% | -47.9% | -2.8% | -63.5% |
| 3Y | -89.3% | +8.9% | -98.2% | -86.7% |
| 5Y | -94.8% | +26.9% | -121.6% | -90.8% |
| 10Y | -100.0% | -11.2% | -88.8% | -99.9% |
| All | -100.0% | +137.6% | -237.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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