-100.0%
SQQQ vs TDY
+1,535.8%
-1,635.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -0.9% |
| 7D | +1.8% | -1.1% | +2.9% | +0.3% |
| 30D | +4.2% | -12.0% | +16.2% | -12.5% |
| 3M | -3.3% | -3.2% | -0.1% | -5.1% |
| 6M | -43.6% | -7.9% | -35.8% | -46.4% |
| YTD | -41.9% | +18.2% | -60.1% | -21.6% |
| 1Y | -50.6% | +6.7% | -57.3% | -41.6% |
| 3Y | -89.3% | +47.5% | -136.8% | -76.6% |
| 5Y | -94.8% | +39.5% | -134.3% | -85.5% |
| 10Y | -100.0% | +477.2% | -577.1% | -98.7% |
| All | -100.0% | +1,535.8% | -1,635.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling