-96.4%
SQQQ vs TSLQ
-97.2%
+0.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | +1.8% | -6.6% | +8.4% | +4.5% |
| 30D | +4.2% | -24.3% | +28.5% | +14.5% |
| 3M | -3.3% | -3.6% | +0.3% | -5.5% |
| 6M | -43.6% | -12.0% | -31.7% | -43.7% |
| YTD | -41.9% | +1.4% | -43.3% | -45.6% |
| 1Y | -50.6% | -43.6% | -7.1% | -44.0% |
| 3Y | -89.3% | -95.4% | +6.1% | -78.0% |
| All | -96.4% | -97.2% | +0.8% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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