-100.0%
SQQQ vs TLT
+44.2%
-144.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +4.1% |
| 7D | -11.0% | -3.1% | -7.9% | -8.6% |
| 30D | +17.9% | +1.0% | +16.9% | +17.0% |
| 3M | +19.5% | -2.7% | +22.2% | +22.2% |
| 6M | +4.2% | -4.1% | +8.3% | +7.2% |
| YTD | -35.6% | -5.4% | -30.3% | -33.5% |
| 1Y | -37.7% | -7.0% | -30.7% | -34.7% |
| 3Y | -88.0% | +2.8% | -90.9% | -89.1% |
| 5Y | -93.1% | -35.4% | -57.8% | -89.9% |
| 10Y | -100.0% | -13.1% | -86.8% | -100.0% |
| All | -100.0% | +44.2% | -144.2% | -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