-90.8%
SQQQ vs TLN
+571.8%
-662.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +1.9% |
| 7D | +4.1% | +2.0% | +2.1% | +5.3% |
| 30D | +4.6% | -12.9% | +17.6% | -2.3% |
| 3M | -10.4% | -7.4% | -3.0% | -11.0% |
| 6M | -42.1% | -6.0% | -36.1% | -40.0% |
| YTD | -40.3% | -16.9% | -23.5% | -40.7% |
| 1Y | -50.2% | -22.6% | -27.6% | -51.0% |
| 3Y | -89.4% | +469.0% | -558.4% | -65.4% |
| All | -90.8% | +571.8% | -662.6% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling