-100.0%
SQQQ vs TPR
+364.3%
-464.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.6% |
| 7D | -11.0% | -0.3% | -10.7% | -11.0% |
| 30D | +17.9% | +15.1% | +2.8% | +28.8% |
| 3M | +19.5% | +3.5% | +16.0% | +21.1% |
| 6M | +4.2% | +0.4% | +3.7% | +4.7% |
| YTD | -35.6% | +4.6% | -40.2% | -31.2% |
| 1Y | -37.7% | +33.1% | -70.8% | -20.7% |
| 3Y | -88.0% | +396.0% | -484.0% | -52.6% |
| 5Y | -93.1% | +230.3% | -323.4% | -71.9% |
| All | -100.0% | +364.3% | -464.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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