-89.3%
SQQQ vs TSEM
+645.3%
-734.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -1.6% |
| 7D | +1.8% | -4.9% | +6.7% | -0.9% |
| 30D | +4.2% | -18.7% | +22.9% | -6.7% |
| 3M | -3.3% | -18.1% | +14.8% | -6.1% |
| 6M | -43.6% | +77.1% | -120.7% | -1.9% |
| YTD | -41.9% | +80.1% | -122.0% | +6.0% |
| 1Y | -50.6% | +220.4% | -271.0% | +51.5% |
| 3Y | -89.3% | +650.1% | -739.4% | -12.6% |
| All | -89.3% | +645.3% | -734.6% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling