-100.0%
SQQQ vs TECK
+377.7%
-477.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.1% |
| 7D | +1.8% | -3.8% | +5.7% | -0.3% |
| 30D | +4.2% | +0.7% | +3.4% | +5.0% |
| 3M | -3.3% | +4.6% | -7.9% | +2.4% |
| 6M | -43.6% | +25.1% | -68.8% | -30.6% |
| YTD | -41.9% | +39.2% | -81.1% | -22.7% |
| 1Y | -50.6% | +60.3% | -111.0% | -27.1% |
| 3Y | -89.3% | +62.9% | -152.2% | -80.6% |
| 5Y | -94.8% | +181.5% | -276.3% | -84.7% |
| All | -100.0% | +377.7% | -477.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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