-100.0%
SQQQ vs TTD
+387.7%
-487.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | -1.1% |
| 7D | -4.2% | +1.7% | -5.9% | -3.2% |
| 30D | +2.4% | +1.6% | +0.8% | +3.8% |
| 3M | -5.7% | -27.8% | +22.2% | -18.7% |
| 6M | -46.6% | -52.1% | +5.5% | -62.0% |
| YTD | -42.7% | -63.1% | +20.3% | -63.7% |
| 1Y | -52.6% | -73.1% | +20.5% | -74.1% |
| 3Y | -89.8% | -83.3% | -6.5% | -94.1% |
| 5Y | -94.7% | -80.6% | -14.1% | -94.2% |
| All | -100.0% | +387.7% | -487.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling