-100.0%
SQQQ vs TECK
+161.2%
-261.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.2% |
| 7D | +1.8% | -3.8% | +5.7% | 0.0% |
| 30D | +4.2% | +0.7% | +3.4% | +4.9% |
| 3M | -3.3% | +4.6% | -7.9% | +1.8% |
| 6M | -43.6% | +25.1% | -68.8% | -32.0% |
| YTD | -41.9% | +39.2% | -81.1% | -24.7% |
| 1Y | -50.6% | +60.3% | -111.0% | -29.8% |
| 3Y | -89.3% | +62.9% | -152.2% | -81.6% |
| 5Y | -94.8% | +181.5% | -276.3% | -86.0% |
| 10Y | -100.0% | +362.3% | -462.3% | -99.8% |
| All | -100.0% | +161.2% | -261.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling