-91.2%
SQQQ vs TLN
+602.5%
-693.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | +1.8% |
| 7D | -4.2% | +10.9% | -15.1% | +1.5% |
| 30D | +2.4% | -6.3% | +8.7% | -0.5% |
| 3M | -5.7% | -10.7% | +5.0% | -7.9% |
| 6M | -46.6% | +1.6% | -48.2% | -42.2% |
| YTD | -42.7% | -13.1% | -29.6% | -41.7% |
| 1Y | -52.6% | -15.1% | -37.5% | -50.9% |
| 3Y | -89.8% | +495.0% | -584.8% | -65.9% |
| All | -91.2% | +602.5% | -693.7% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling