-100.0%
SQQQ vs TGT
+408.8%
-508.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +2.3% |
| 7D | +4.1% | -5.0% | +9.1% | -0.2% |
| 30D | +4.6% | +3.0% | +1.6% | +7.4% |
| 3M | -10.4% | +22.6% | -33.0% | +5.9% |
| 6M | -42.1% | +31.2% | -73.3% | -27.0% |
| YTD | -40.3% | +63.7% | -104.0% | -8.5% |
| 1Y | -50.2% | +78.5% | -128.7% | -16.7% |
| 3Y | -89.4% | +40.5% | -129.9% | -83.1% |
| 5Y | -94.7% | -25.6% | -69.1% | -93.7% |
| 10Y | -100.0% | +204.7% | -304.7% | -99.8% |
| All | -100.0% | +408.8% | -508.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling