-100.0%
SQQQ vs TMUS
+330.9%
-430.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | +0.3% |
| 7D | +1.8% | +0.4% | +1.4% | +2.4% |
| 30D | +4.2% | +3.5% | +0.6% | +7.9% |
| 3M | -3.3% | -1.3% | -2.0% | -5.9% |
| 6M | -43.6% | -13.6% | -30.0% | -53.5% |
| YTD | -41.9% | -8.8% | -33.1% | -49.5% |
| 1Y | -50.6% | -22.9% | -27.8% | -65.2% |
| 3Y | -89.3% | +36.7% | -126.0% | -83.1% |
| 5Y | -94.8% | +46.6% | -141.4% | -89.1% |
| All | -100.0% | +330.9% | -430.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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