-94.7%
SQQQ vs TOST
-48.6%
-46.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | 0.0% |
| 7D | -17.4% | -4.7% | -12.7% | -19.7% |
| 30D | +20.4% | +8.5% | +11.9% | +26.4% |
| 3M | +11.2% | -1.6% | +12.8% | +10.6% |
| 6M | -2.6% | +44.1% | -46.7% | +22.6% |
| YTD | -37.9% | -5.6% | -32.3% | -38.0% |
| 1Y | -36.2% | -12.6% | -23.6% | -38.9% |
| 3Y | -88.4% | +137.6% | -225.9% | -73.8% |
| 5Y | -93.4% | -30.4% | -63.0% | -83.9% |
| All | -94.7% | -48.6% | -46.1% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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