-89.4%
SQQQ vs TPR
+279.7%
-369.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | -1.1% |
| 7D | -2.7% | -7.3% | +4.6% | -7.0% |
| 30D | +2.4% | -30.7% | +33.1% | -18.6% |
| 3M | -8.0% | -21.6% | +13.6% | -19.8% |
| 6M | -43.9% | -21.3% | -22.6% | -49.7% |
| YTD | -42.2% | -10.2% | -32.1% | -42.7% |
| 1Y | -51.8% | +9.5% | -61.3% | -43.5% |
| All | -89.4% | +279.7% | -369.1% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling