-100.0%
SQQQ vs TD
+306.3%
-406.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -1.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.0% |
| 30D | +4.2% | -1.9% | +6.1% | +1.5% |
| 3M | -3.3% | +4.8% | -8.0% | +5.4% |
| 6M | -43.6% | +28.0% | -71.6% | -14.2% |
| YTD | -41.9% | +30.3% | -72.2% | -8.3% |
| 1Y | -50.6% | +59.8% | -110.4% | +7.9% |
| 3Y | -89.3% | +124.7% | -214.0% | -56.4% |
| 5Y | -94.8% | +127.0% | -221.8% | -73.0% |
| All | -100.0% | +306.3% | -406.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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