-42.1%
SQQQ vs TSEM
+80.1%
-122.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +1.7% |
| 7D | +4.1% | +0.9% | +3.1% | +4.6% |
| 30D | +4.6% | -16.6% | +21.2% | -2.0% |
| 3M | -10.4% | -10.9% | +0.5% | -9.0% |
| 6M | -42.1% | +78.0% | -120.1% | -20.1% |
| All | -42.1% | +80.1% | -122.2% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling