-89.3%
SQQQ vs TMO
+19.5%
-108.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.9% |
| 7D | +1.8% | -0.6% | +2.5% | +1.4% |
| 30D | +4.2% | +1.1% | +3.0% | +5.0% |
| 3M | -3.3% | +28.3% | -31.6% | +15.0% |
| 6M | -43.6% | +23.3% | -66.9% | -34.1% |
| YTD | -41.9% | +5.5% | -47.3% | -39.8% |
| 1Y | -50.6% | +24.5% | -75.2% | -40.7% |
| 3Y | -89.3% | +19.6% | -108.9% | -84.9% |
| All | -89.3% | +19.5% | -108.8% | -84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling