-36.0%
SQQQ vs TXG
+406.9%
-442.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -1.7% |
| 7D | +14.6% | -19.3% | +33.8% | +8.1% |
| 30D | +28.9% | -30.9% | +59.8% | +17.8% |
| 3M | +13.1% | +41.1% | -28.0% | +32.7% |
| 6M | -15.2% | +211.9% | -227.1% | +30.5% |
| YTD | -37.0% | +314.0% | -351.0% | +7.0% |
| 1Y | -36.0% | +405.4% | -441.3% | +14.9% |
| All | -36.0% | +406.9% | -442.9% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling