-100.0%
SQQQ vs TRMB
+365.5%
-465.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | -1.7% |
| 7D | -2.7% | -2.9% | +0.2% | -5.7% |
| 30D | +2.4% | -1.8% | +4.2% | +0.5% |
| 3M | -8.0% | +8.4% | -16.4% | +0.1% |
| 6M | -43.9% | -18.5% | -25.4% | -54.6% |
| YTD | -42.2% | -26.7% | -15.5% | -57.9% |
| 1Y | -51.8% | -28.3% | -23.5% | -64.7% |
| 3Y | -89.7% | +12.6% | -102.3% | -84.1% |
| 5Y | -94.7% | -38.7% | -56.0% | -93.1% |
| 10Y | -100.0% | +120.8% | -220.7% | -99.7% |
| All | -100.0% | +365.5% | -465.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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