-100.0%
SQQQ vs TYL
+100.8%
-200.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +0.8% |
| 7D | +4.1% | -11.5% | +15.6% | -9.9% |
| 30D | +4.6% | +3.9% | +0.7% | +9.5% |
| 3M | -10.4% | +10.8% | -21.2% | -3.1% |
| 6M | -42.1% | -5.3% | -36.8% | -50.0% |
| YTD | -40.3% | -26.1% | -14.2% | -63.8% |
| 1Y | -50.2% | -38.5% | -11.6% | -77.1% |
| 3Y | -89.4% | -14.5% | -74.9% | -90.5% |
| 5Y | -94.7% | -28.9% | -65.8% | -93.6% |
| All | -100.0% | +100.8% | -200.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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