-36.0%
SQQQ vs TSLL
-48.4%
+12.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.3% | +3.5% | -5.5% |
| 7D | +14.6% | -9.4% | +24.0% | +9.7% |
| 30D | +28.9% | +1.6% | +27.3% | +31.8% |
| 3M | +13.1% | +29.4% | -16.3% | +32.6% |
| 6M | -15.2% | -20.1% | +4.9% | -10.2% |
| YTD | -37.0% | -44.5% | +7.5% | -37.7% |
| 1Y | -36.0% | -46.0% | +10.1% | -35.2% |
| All | -36.0% | -48.4% | +12.4% | -35.2% |
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