-94.7%
SQQQ vs TXT
+10.7%
-105.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +2.1% |
| 7D | +4.1% | -0.2% | +4.3% | +3.8% |
| 30D | +4.6% | -10.2% | +14.8% | -9.1% |
| 3M | -10.4% | -13.3% | +2.8% | -24.6% |
| 6M | -42.1% | -14.4% | -27.8% | -51.3% |
| YTD | -40.3% | -9.1% | -31.2% | -45.5% |
| 1Y | -50.2% | -2.2% | -48.0% | -48.8% |
| 3Y | -89.4% | +5.1% | -94.5% | -84.4% |
| 5Y | -94.7% | +12.8% | -107.5% | -86.5% |
| All | -94.7% | +10.7% | -105.4% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling