-100.0%
SQQQ vs TFC
+227.7%
-327.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | 0.0% |
| 7D | -2.7% | -1.3% | -1.4% | -3.9% |
| 30D | +2.4% | -2.3% | +4.8% | +0.1% |
| 3M | -8.0% | +2.5% | -10.5% | -5.9% |
| 6M | -43.9% | +9.5% | -53.4% | -37.8% |
| YTD | -42.2% | +5.1% | -47.3% | -38.1% |
| 1Y | -51.8% | +15.5% | -67.3% | -42.4% |
| 3Y | -89.7% | +95.2% | -184.9% | -74.1% |
| 5Y | -94.7% | +14.5% | -109.2% | -90.0% |
| 10Y | -100.0% | +97.2% | -197.2% | -99.8% |
| All | -100.0% | +227.7% | -327.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling