-100.0%
SQQQ vs TT
+2,686.0%
-2,786.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | +0.7% |
| 7D | -0.9% | 0.0% | -0.9% | -0.8% |
| 30D | -0.3% | -7.2% | +6.9% | -9.3% |
| 3M | +2.7% | -3.0% | +5.7% | +2.3% |
| 6M | -43.8% | +1.4% | -45.2% | -39.1% |
| YTD | -42.9% | +15.9% | -58.8% | -26.0% |
| 1Y | -53.5% | +9.4% | -63.0% | -43.3% |
| 3Y | -89.4% | +124.4% | -213.8% | -57.7% |
| 5Y | -94.7% | +138.0% | -232.7% | -67.4% |
| 10Y | -100.0% | +886.4% | -986.3% | -97.8% |
| All | -100.0% | +2,686.0% | -2,786.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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