-89.3%
SQQQ vs TXN
+75.8%
-165.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | +1.1% |
| 7D | +1.8% | +4.0% | -2.2% | +5.8% |
| 30D | +4.2% | -2.9% | +7.0% | +1.9% |
| 3M | -3.3% | -9.1% | +5.8% | -6.7% |
| 6M | -43.6% | +36.6% | -80.3% | -15.1% |
| YTD | -41.9% | +57.5% | -99.4% | +3.4% |
| 1Y | -50.6% | +49.5% | -100.2% | -15.7% |
| 3Y | -89.3% | +76.5% | -165.8% | -70.7% |
| All | -89.3% | +75.8% | -165.1% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling