-100.0%
SQQQ vs TRV
+1,010.6%
-1,110.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -0.3% |
| 7D | +1.8% | +1.9% | -0.1% | +4.0% |
| 30D | +4.2% | +1.7% | +2.4% | +6.1% |
| 3M | -3.3% | +23.9% | -27.2% | +21.4% |
| 6M | -43.6% | +26.3% | -69.9% | -28.3% |
| YTD | -41.9% | +30.8% | -72.7% | -23.1% |
| 1Y | -50.6% | +36.3% | -87.0% | -31.7% |
| 3Y | -89.3% | +145.0% | -234.3% | -66.7% |
| 5Y | -94.8% | +163.9% | -258.7% | -80.1% |
| 10Y | -100.0% | +305.8% | -405.8% | -99.6% |
| All | -100.0% | +1,010.6% | -1,110.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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