-89.8%
SQQQ vs TOST
+51.5%
-141.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | -0.7% |
| 7D | -4.2% | -0.9% | -3.3% | -4.6% |
| 30D | +2.4% | -3.5% | +5.9% | +0.7% |
| 3M | -5.7% | +38.1% | -43.8% | +12.6% |
| 6M | -46.6% | +9.9% | -56.5% | -43.0% |
| YTD | -42.7% | -6.3% | -36.5% | -43.5% |
| 1Y | -52.6% | -18.3% | -34.3% | -56.2% |
| 3Y | -89.8% | +59.7% | -149.6% | -85.2% |
| All | -89.8% | +51.5% | -141.3% | -85.2% |
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