-94.7%
SQQQ vs TTD
-81.0%
-13.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.6% |
| 7D | +4.1% | -7.4% | +11.5% | 0.0% |
| 30D | +4.6% | +3.0% | +1.6% | +6.8% |
| 3M | -10.4% | -27.6% | +17.2% | -23.4% |
| 6M | -42.1% | -49.5% | +7.4% | -58.7% |
| YTD | -40.3% | -63.2% | +22.9% | -63.8% |
| 1Y | -50.2% | -69.7% | +19.5% | -72.6% |
| 3Y | -89.4% | -83.3% | -6.1% | -94.1% |
| 5Y | -94.7% | -80.8% | -13.9% | -94.1% |
| All | -94.7% | -81.0% | -13.6% | -94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling