-22.1%
SQQQ vs TDY
+16.1%
-38.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -6.4% | +25.6% | +11.7% |
| 7D | +31.0% | -12.7% | +43.6% | +13.9% |
| 30D | +55.7% | -4.9% | +60.6% | +49.2% |
| 3M | +31.2% | -13.5% | +44.7% | +13.7% |
| 6M | +5.1% | -6.4% | +11.4% | +3.1% |
| YTD | -24.9% | +15.9% | -40.7% | -9.7% |
| 1Y | -22.1% | +15.4% | -37.5% | -6.0% |
| All | -22.1% | +16.1% | -38.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling