-100.0%
SQQQ vs TMF
-48.9%
-51.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -4.2% | +1.0% | -5.1% | -4.4% |
| 30D | +2.4% | -1.8% | +4.3% | +2.8% |
| 3M | -5.7% | -8.2% | +2.6% | -3.9% |
| 6M | -46.6% | -19.5% | -27.1% | -44.0% |
| YTD | -42.7% | -16.0% | -26.8% | -40.8% |
| 1Y | -52.6% | -22.5% | -30.1% | -49.9% |
| 3Y | -89.8% | -42.3% | -47.6% | -89.2% |
| 5Y | -94.7% | -87.7% | -7.0% | -90.9% |
| 10Y | -100.0% | -86.5% | -13.5% | -99.9% |
| All | -100.0% | -48.9% | -51.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TMF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling