-88.6%
SQQQ vs TSLL
-0.6%
-88.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.8% | -12.7% | -4.9% |
| 7D | -2.4% | +0.5% | -2.9% | +0.6% |
| 30D | +20.6% | +2.7% | +17.9% | +26.7% |
| 3M | +7.8% | +26.3% | -18.4% | +24.2% |
| 6M | -1.0% | -37.2% | +36.1% | -1.0% |
| YTD | -38.5% | -44.2% | +5.7% | -37.4% |
| 1Y | -36.6% | -44.0% | +7.4% | -34.0% |
| All | -88.6% | -0.6% | -88.0% | -77.7% |
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