-94.7%
SQQQ vs TSLL
-51.1%
-43.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.8% | -12.7% | -4.8% |
| 7D | -2.4% | +0.5% | -2.9% | +0.8% |
| 30D | +20.6% | +2.7% | +17.9% | +27.1% |
| 3M | +7.8% | +26.3% | -18.4% | +25.4% |
| 6M | -1.0% | -37.2% | +36.1% | -1.4% |
| YTD | -38.5% | -44.2% | +5.7% | -37.7% |
| 1Y | -36.6% | -44.0% | +7.4% | -34.3% |
| 3Y | -88.5% | 0.0% | -88.5% | -71.8% |
| All | -94.7% | -51.1% | -43.6% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling