-100.0%
SQQQ vs TJX
+287.7%
-387.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -3.0% |
| 7D | +1.8% | -4.6% | +6.4% | -3.6% |
| 30D | +4.2% | -17.2% | +21.3% | -16.4% |
| 3M | -3.3% | -24.9% | +21.6% | -32.0% |
| 6M | -43.6% | -19.7% | -24.0% | -56.8% |
| YTD | -41.9% | -17.2% | -24.7% | -54.0% |
| 1Y | -50.6% | -9.4% | -41.2% | -56.4% |
| 3Y | -89.3% | +43.1% | -132.4% | -81.3% |
| 5Y | -94.8% | +96.7% | -191.5% | -82.5% |
| All | -100.0% | +287.7% | -387.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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