-99.7%
SQQQ vs TXG
+27.0%
-126.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -0.9% |
| 7D | +1.8% | +9.5% | -7.7% | +6.6% |
| 30D | +4.2% | +18.8% | -14.6% | +14.3% |
| 3M | -3.3% | +136.1% | -139.4% | +56.5% |
| 6M | -43.6% | +235.2% | -278.9% | +13.4% |
| YTD | -41.9% | +320.5% | -362.4% | +33.9% |
| 1Y | -50.6% | +425.2% | -475.8% | +33.0% |
| 3Y | -89.3% | +42.9% | -132.2% | -80.7% |
| 5Y | -94.8% | -62.8% | -32.0% | -91.9% |
| All | -99.7% | +27.0% | -126.8% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling