-88.0%
SQQQ vs TOST
+146.3%
-234.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.3% | +5.4% |
| 7D | -11.0% | 0.0% | -11.0% | -11.0% |
| 30D | +17.9% | +16.2% | +1.8% | +27.0% |
| 3M | +19.5% | -1.5% | +21.0% | +18.6% |
| 6M | +4.2% | +55.3% | -51.1% | +33.2% |
| YTD | -35.6% | -2.3% | -33.3% | -35.2% |
| 1Y | -37.7% | -5.5% | -32.2% | -38.4% |
| 3Y | -88.0% | +151.1% | -239.2% | -79.2% |
| All | -88.0% | +146.3% | -234.4% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling