-100.0%
SQQQ vs TJX
+1,565.6%
-1,665.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -3.0% |
| 7D | +1.8% | -4.6% | +6.4% | -3.9% |
| 30D | +4.2% | -17.2% | +21.3% | -17.3% |
| 3M | -3.3% | -24.9% | +21.6% | -33.1% |
| 6M | -43.6% | -19.7% | -24.0% | -57.3% |
| YTD | -41.9% | -17.2% | -24.7% | -54.6% |
| 1Y | -50.6% | -9.4% | -41.2% | -56.8% |
| 3Y | -89.3% | +43.1% | -132.4% | -81.1% |
| 5Y | -94.8% | +96.7% | -191.5% | -81.9% |
| 10Y | -100.0% | +287.7% | -387.7% | -99.5% |
| All | -100.0% | +1,565.6% | -1,665.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling