-94.7%
SQQQ vs TOST
-47.7%
-47.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -7.6% |
| 7D | -2.4% | -3.6% | +1.2% | -4.5% |
| 30D | +20.6% | +8.9% | +11.7% | +26.8% |
| 3M | +7.8% | -2.2% | +10.1% | +6.7% |
| 6M | -1.0% | +41.0% | -42.0% | +23.0% |
| YTD | -38.5% | -4.0% | -34.5% | -38.0% |
| 1Y | -36.6% | -9.6% | -27.0% | -38.1% |
| 3Y | -88.5% | +141.7% | -230.2% | -73.8% |
| 5Y | -93.7% | -29.5% | -64.2% | -84.4% |
| All | -94.7% | -47.7% | -47.0% | -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