-100.0%
SQQQ vs TKO
+1,793.8%
-1,893.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.4% |
| 7D | +1.8% | +2.3% | -0.5% | +3.1% |
| 30D | +4.2% | -2.5% | +6.6% | +3.0% |
| 3M | -3.3% | -10.6% | +7.3% | -9.0% |
| 6M | -43.6% | -5.1% | -38.6% | -44.5% |
| YTD | -41.9% | -8.2% | -33.7% | -43.6% |
| 1Y | -50.6% | -4.4% | -46.2% | -50.7% |
| 3Y | -89.3% | +100.4% | -189.7% | -82.3% |
| 5Y | -94.8% | +294.3% | -389.1% | -86.2% |
| 10Y | -100.0% | +983.2% | -1,083.1% | -99.8% |
| All | -100.0% | +1,793.8% | -1,893.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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