-100.0%
SQQQ vs TMO
+338.2%
-438.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.1% |
| 7D | +1.8% | -0.6% | +2.5% | +1.0% |
| 30D | +4.2% | +1.1% | +3.0% | +5.7% |
| 3M | -3.3% | +28.3% | -31.6% | +33.6% |
| 6M | -43.6% | +23.3% | -66.9% | -25.6% |
| YTD | -41.9% | +5.5% | -47.3% | -38.1% |
| 1Y | -50.6% | +24.5% | -75.2% | -32.8% |
| 3Y | -89.3% | +19.6% | -108.9% | -84.0% |
| 5Y | -94.8% | +8.1% | -102.9% | -90.5% |
| All | -100.0% | +338.2% | -438.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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