-100.0%
SQQQ vs TMF
-86.4%
-13.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +3.7% |
| 7D | +4.1% | -4.8% | +8.8% | +4.6% |
| 30D | +4.6% | -4.9% | +9.5% | +5.1% |
| 3M | -10.4% | -13.4% | +3.0% | -9.1% |
| 6M | -42.1% | -23.0% | -19.1% | -40.6% |
| YTD | -40.3% | -20.2% | -20.2% | -39.1% |
| 1Y | -50.2% | -26.5% | -23.7% | -48.7% |
| 3Y | -89.4% | -45.2% | -44.2% | -88.9% |
| 5Y | -94.7% | -88.4% | -6.2% | -91.8% |
| All | -100.0% | -86.4% | -13.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling