-100.0%
SQQQ vs TTMI
+1,127.6%
-1,227.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -5.9% | -0.2% |
| 7D | +1.8% | +0.7% | +1.1% | +2.4% |
| 30D | +4.2% | -8.4% | +12.6% | -0.9% |
| 3M | -3.3% | -32.5% | +29.2% | -20.4% |
| 6M | -43.6% | +32.5% | -76.1% | -17.3% |
| YTD | -41.9% | +83.2% | -125.1% | +13.9% |
| 1Y | -50.6% | +161.7% | -212.3% | +38.7% |
| 3Y | -89.3% | +890.1% | -979.4% | +24.1% |
| 5Y | -94.8% | +832.4% | -927.2% | -22.8% |
| All | -100.0% | +1,127.6% | -1,227.5% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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