-89.8%
SQQQ vs TSLL
-28.0%
-61.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.9% | -7.5% | +3.0% |
| 7D | -4.2% | +5.8% | -9.9% | -1.9% |
| 30D | +2.4% | +21.7% | -19.3% | +10.9% |
| 3M | -5.7% | -28.2% | +22.6% | -8.1% |
| 6M | -46.6% | -29.5% | -17.1% | -45.5% |
| YTD | -42.7% | -47.5% | +4.8% | -45.7% |
| 1Y | -52.6% | -20.8% | -31.8% | -45.7% |
| 3Y | -89.8% | -26.7% | -63.1% | -81.5% |
| All | -89.8% | -28.0% | -61.8% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling