-93.7%
SQQQ vs TYL
-20.9%
-72.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -6.1% |
| 7D | -2.4% | +0.5% | -3.0% | -2.3% |
| 30D | +20.6% | +25.2% | -4.6% | +46.0% |
| 3M | +7.8% | +31.8% | -23.9% | +37.0% |
| 6M | -1.0% | +36.3% | -37.3% | +24.0% |
| YTD | -38.5% | -6.3% | -32.2% | -53.0% |
| 1Y | -36.6% | -9.5% | -27.1% | -54.0% |
| 3Y | -88.5% | +1.6% | -90.1% | -88.2% |
| 5Y | -93.7% | -21.8% | -71.9% | -92.2% |
| All | -93.7% | -20.9% | -72.8% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling