-94.8%
SQQQ vs TFC
+15.3%
-110.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.4% |
| 7D | +1.8% | -2.4% | +4.2% | -0.6% |
| 30D | +4.2% | -3.4% | +7.5% | +0.8% |
| 3M | -3.3% | +0.4% | -3.7% | -3.3% |
| 6M | -43.6% | +12.7% | -56.3% | -35.7% |
| YTD | -41.9% | +5.6% | -47.5% | -37.4% |
| 1Y | -50.6% | +16.0% | -66.7% | -40.8% |
| 3Y | -89.3% | +94.0% | -183.3% | -73.8% |
| All | -94.8% | +15.3% | -110.1% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 5y: compounded portfolio wealth divided by compounded TFC 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…
5y analysis · Full analysis span regression · 6 months rolling