-100.0%
SQQQ vs TXN
+432.6%
-532.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | +3.1% |
| 7D | +1.8% | +4.0% | -2.2% | +8.0% |
| 30D | +4.2% | -2.9% | +7.0% | +0.4% |
| 3M | -3.3% | -9.1% | +5.8% | -10.3% |
| 6M | -43.6% | +36.6% | -80.3% | +2.2% |
| YTD | -41.9% | +57.5% | -99.4% | +32.5% |
| 1Y | -50.6% | +49.5% | -100.2% | +5.2% |
| 3Y | -89.3% | +76.5% | -165.8% | -56.8% |
| 5Y | -94.8% | +62.4% | -157.2% | -69.6% |
| All | -100.0% | +432.6% | -532.5% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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