-100.0%
SQQQ vs TSEM
+1,313.0%
-1,412.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -1.3% |
| 7D | +1.8% | -4.9% | +6.7% | -1.7% |
| 30D | +4.2% | -18.7% | +22.9% | -9.9% |
| 3M | -3.3% | -18.1% | +14.8% | -8.2% |
| 6M | -43.6% | +77.1% | -120.7% | +8.3% |
| YTD | -41.9% | +80.1% | -122.0% | +16.7% |
| 1Y | -50.6% | +220.4% | -271.0% | +73.3% |
| 3Y | -89.3% | +650.1% | -739.4% | +10.3% |
| 5Y | -94.8% | +628.9% | -723.7% | -36.6% |
| All | -100.0% | +1,313.0% | -1,412.9% | -98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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