-100.0%
SQQQ vs TSN
-4.9%
-95.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.0% |
| 7D | +1.8% | +3.0% | -1.2% | +3.5% |
| 30D | +4.2% | -4.2% | +8.3% | +1.7% |
| 3M | -3.3% | -3.9% | +0.6% | -5.7% |
| 6M | -43.6% | -9.8% | -33.8% | -47.1% |
| YTD | -41.9% | -7.3% | -34.6% | -44.4% |
| 1Y | -50.6% | -2.2% | -48.4% | -51.1% |
| 3Y | -89.3% | +11.9% | -101.2% | -88.1% |
| 5Y | -94.8% | -16.9% | -77.9% | -94.9% |
| All | -100.0% | -4.9% | -95.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling