-100.0%
SQQQ vs TNA
+660.2%
-760.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.8% |
| 7D | +1.8% | -7.3% | +9.1% | -3.5% |
| 30D | +4.2% | -14.2% | +18.3% | -6.2% |
| 3M | -3.3% | -4.6% | +1.3% | -2.5% |
| 6M | -43.6% | +36.9% | -80.6% | -19.7% |
| YTD | -41.9% | +42.5% | -84.4% | -12.1% |
| 1Y | -50.6% | +45.8% | -96.4% | -19.8% |
| 3Y | -89.3% | +104.7% | -193.9% | -61.8% |
| 5Y | -94.8% | -21.7% | -73.1% | -79.4% |
| 10Y | -100.0% | +83.8% | -183.8% | -98.9% |
| All | -100.0% | +660.2% | -760.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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