-99.8%
SQQQ vs TW
+206.7%
-306.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -3.5% |
| 7D | +1.8% | -4.5% | +6.3% | -2.2% |
| 30D | +4.2% | -2.3% | +6.4% | +2.2% |
| 3M | -3.3% | +2.6% | -5.9% | -2.5% |
| 6M | -43.6% | -17.5% | -26.1% | -54.7% |
| YTD | -41.9% | -5.3% | -36.6% | -46.3% |
| 1Y | -50.6% | -14.8% | -35.9% | -59.2% |
| 3Y | -89.3% | +18.8% | -108.1% | -85.8% |
| 5Y | -94.8% | +20.7% | -115.5% | -90.7% |
| All | -99.8% | +206.7% | -306.5% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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