-89.3%
SQQQ vs TXG
+43.8%
-133.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -1.3% |
| 7D | +1.8% | +9.5% | -7.7% | +5.4% |
| 30D | +4.2% | +18.8% | -14.6% | +11.7% |
| 3M | -3.3% | +136.1% | -139.4% | +39.4% |
| 6M | -43.6% | +235.2% | -278.9% | -4.4% |
| YTD | -41.9% | +320.5% | -362.4% | +9.2% |
| 1Y | -50.6% | +425.2% | -475.8% | +4.7% |
| 3Y | -89.3% | +42.9% | -132.2% | -80.1% |
| All | -89.3% | +43.8% | -133.1% | -80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling