-53.5%
SQQQ vs TSLL
-22.3%
-31.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.8% | +11.4% | -5.1% |
| 7D | -0.9% | +1.9% | -2.8% | +0.6% |
| 30D | -0.3% | +17.8% | -18.0% | +8.5% |
| 3M | +2.7% | -37.0% | +39.7% | -4.6% |
| 6M | -43.8% | -37.7% | -6.2% | -45.4% |
| YTD | -42.9% | -51.4% | +8.5% | -47.4% |
| 1Y | -53.5% | -23.4% | -30.2% | -54.3% |
| All | -53.5% | -22.3% | -31.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling