-95.1%
SQQQ vs TSLL
-57.4%
-37.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.8% | +11.4% | -4.7% |
| 7D | -0.9% | +1.9% | -2.8% | +0.4% |
| 30D | -0.3% | +17.8% | -18.0% | +7.4% |
| 3M | +2.7% | -37.0% | +39.7% | -3.8% |
| 6M | -43.8% | -37.7% | -6.2% | -45.2% |
| YTD | -42.9% | -51.4% | +8.5% | -47.8% |
| 1Y | -53.5% | -23.4% | -30.2% | -46.9% |
| 3Y | -89.4% | -30.8% | -58.6% | -78.3% |
| All | -95.1% | -57.4% | -37.7% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling