-100.0%
SQQQ vs TXT
+335.1%
-435.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.9% |
| 7D | -4.2% | -0.2% | -3.9% | -4.4% |
| 30D | +2.4% | -11.1% | +13.5% | -9.0% |
| 3M | -5.7% | -13.0% | +7.3% | -17.0% |
| 6M | -46.6% | -16.2% | -30.4% | -54.1% |
| YTD | -42.7% | -8.7% | -34.0% | -46.2% |
| 1Y | -52.6% | -3.8% | -48.8% | -52.5% |
| 3Y | -89.8% | +5.5% | -95.3% | -86.6% |
| 5Y | -94.7% | +12.3% | -107.0% | -90.0% |
| 10Y | -100.0% | +97.4% | -197.4% | -99.8% |
| All | -100.0% | +335.1% | -435.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling