-91.1%
SQQQ vs TLN
+574.4%
-665.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.4% |
| 7D | +1.8% | -1.3% | +3.2% | +1.1% |
| 30D | +4.2% | -14.3% | +18.5% | -3.6% |
| 3M | -3.3% | -9.3% | +6.0% | -5.1% |
| 6M | -43.6% | -1.1% | -42.5% | -40.0% |
| YTD | -41.9% | -16.6% | -25.3% | -42.2% |
| 1Y | -50.6% | -22.0% | -28.6% | -51.2% |
| 3Y | -89.3% | +470.2% | -559.5% | -65.0% |
| All | -91.1% | +574.4% | -665.4% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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