-99.7%
SQQQ vs TXG
+22.9%
-122.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.6% | +2.6% |
| 7D | +4.1% | +5.0% | -0.9% | +6.7% |
| 30D | +4.6% | +13.5% | -8.9% | +12.1% |
| 3M | -10.4% | +128.0% | -138.4% | +42.4% |
| 6M | -42.1% | +224.4% | -266.5% | +14.6% |
| YTD | -40.3% | +307.0% | -347.3% | +35.2% |
| 1Y | -50.2% | +427.2% | -477.4% | +34.7% |
| 3Y | -89.4% | +40.2% | -129.6% | -81.0% |
| 5Y | -94.7% | -64.0% | -30.6% | -91.8% |
| All | -99.7% | +22.9% | -122.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling