-100.0%
SQQQ vs TTD
+398.8%
-498.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -1.3% |
| 7D | +1.8% | -0.6% | +2.4% | +1.5% |
| 30D | +4.2% | +6.3% | -2.1% | +7.9% |
| 3M | -3.3% | -24.1% | +20.8% | -14.4% |
| 6M | -43.6% | -47.4% | +3.8% | -57.9% |
| YTD | -41.9% | -62.2% | +20.3% | -62.8% |
| 1Y | -50.6% | -68.3% | +17.7% | -70.7% |
| 3Y | -89.3% | -83.4% | -5.9% | -93.8% |
| 5Y | -94.8% | -80.3% | -14.5% | -94.2% |
| All | -100.0% | +398.8% | -498.7% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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