-100.0%
SQQQ vs TMF
-48.8%
-51.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.5% |
| 30D | -0.3% | -2.8% | +2.5% | +0.4% |
| 3M | +2.7% | -10.9% | +13.6% | +5.5% |
| 6M | -43.8% | -21.3% | -22.5% | -40.7% |
| YTD | -42.9% | -15.9% | -27.0% | -41.1% |
| 1Y | -53.5% | -15.7% | -37.8% | -52.2% |
| 3Y | -89.4% | -43.4% | -46.1% | -88.7% |
| 5Y | -94.7% | -87.8% | -6.9% | -90.9% |
| 10Y | -100.0% | -86.7% | -13.2% | -99.9% |
| All | -100.0% | -48.8% | -51.2% | -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