-100.0%
SQQQ vs TMF
-54.0%
-46.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.1% |
| 7D | -11.0% | -9.3% | -1.7% | -8.5% |
| 30D | +17.9% | +1.9% | +16.0% | +17.3% |
| 3M | +19.5% | -11.2% | +30.7% | +23.2% |
| 6M | +4.2% | -17.7% | +21.9% | +8.9% |
| YTD | -35.6% | -24.5% | -11.2% | -31.6% |
| 1Y | -37.7% | -29.4% | -8.3% | -32.6% |
| 3Y | -88.0% | -33.4% | -54.6% | -87.8% |
| 5Y | -93.1% | -88.7% | -4.4% | -87.8% |
| 10Y | -100.0% | -82.5% | -17.5% | -100.0% |
| All | -100.0% | -54.0% | -46.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling