-100.0%
SQQQ vs TSN
+364.4%
-464.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.2% |
| 7D | -2.7% | -7.3% | +4.6% | -7.2% |
| 30D | +2.4% | -8.6% | +11.0% | -3.2% |
| 3M | -8.0% | -7.5% | -0.5% | -12.9% |
| 6M | -43.9% | -14.1% | -29.8% | -49.5% |
| YTD | -42.2% | -9.4% | -32.8% | -46.0% |
| 1Y | -51.8% | -4.1% | -47.7% | -53.0% |
| 3Y | -89.7% | +10.3% | -100.1% | -88.7% |
| 5Y | -94.7% | -19.7% | -75.0% | -94.9% |
| 10Y | -100.0% | -7.0% | -93.0% | -100.0% |
| All | -100.0% | +364.4% | -464.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling