-100.0%
SQQQ vs TYL
+1,851.9%
-1,951.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -5.0% |
| 7D | -0.9% | -3.7% | +2.7% | -5.1% |
| 30D | -0.3% | +18.7% | -19.0% | +21.1% |
| 3M | +2.7% | +18.1% | -15.4% | +18.8% |
| 6M | -43.8% | -1.1% | -42.7% | -48.5% |
| YTD | -42.9% | -19.8% | -23.1% | -59.5% |
| 1Y | -53.5% | -34.3% | -19.2% | -74.7% |
| 3Y | -89.4% | -8.2% | -81.2% | -89.5% |
| 5Y | -94.7% | -25.4% | -69.3% | -93.2% |
| 10Y | -100.0% | +115.6% | -215.5% | -99.7% |
| All | -100.0% | +1,851.9% | -1,951.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling