-100.0%
SQQQ vs TLT
+48.1%
-148.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | -4.2% | +0.4% | -4.6% | -4.5% |
| 30D | +2.4% | -0.3% | +2.7% | +2.6% |
| 3M | -5.7% | -1.7% | -3.9% | -4.7% |
| 6M | -46.6% | -4.9% | -41.7% | -44.9% |
| YTD | -42.7% | -2.8% | -39.9% | -42.1% |
| 1Y | -52.6% | -4.2% | -48.4% | -51.5% |
| 3Y | -89.8% | -1.1% | -88.7% | -90.4% |
| 5Y | -94.7% | -33.7% | -61.0% | -92.4% |
| 10Y | -100.0% | -20.7% | -79.3% | -100.0% |
| All | -100.0% | +48.1% | -148.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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