-89.4%
SQQQ vs TMF
-42.1%
-47.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +0.6% |
| 7D | -2.7% | -0.9% | -1.8% | -2.8% |
| 30D | +2.4% | -1.0% | +3.4% | +2.3% |
| 3M | -8.0% | -11.3% | +3.3% | -9.3% |
| 6M | -43.9% | -22.7% | -21.2% | -45.3% |
| YTD | -42.2% | -17.3% | -24.9% | -43.2% |
| 1Y | -51.8% | -22.5% | -29.3% | -52.8% |
| All | -89.4% | -42.1% | -47.3% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling