-51.8%
SQQQ vs TSLL
-21.9%
-29.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.8% |
| 7D | -2.7% | +5.1% | -7.8% | -0.2% |
| 30D | +2.4% | +20.0% | -17.6% | +12.1% |
| 3M | -8.0% | -23.8% | +15.8% | -9.1% |
| 6M | -43.9% | -30.3% | -13.7% | -43.2% |
| YTD | -42.2% | -47.7% | +5.4% | -45.3% |
| 1Y | -51.8% | -21.2% | -30.6% | -50.0% |
| All | -51.8% | -21.9% | -29.9% | -50.0% |
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