-100.0%
SQQQ vs TGT
+207.4%
-307.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.6% | -2.5% |
| 7D | +1.8% | -5.2% | +7.0% | -2.1% |
| 30D | +4.2% | +1.2% | +3.0% | +5.2% |
| 3M | -3.3% | +18.4% | -21.7% | +9.3% |
| 6M | -43.6% | +33.4% | -77.1% | -29.5% |
| YTD | -41.9% | +63.8% | -105.7% | -14.2% |
| 1Y | -50.6% | +77.2% | -127.8% | -21.6% |
| 3Y | -89.3% | +41.8% | -131.1% | -83.2% |
| 5Y | -94.8% | -25.5% | -69.3% | -93.8% |
| All | -100.0% | +207.4% | -307.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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