-89.3%
SQQQ vs TSCO
-19.8%
-69.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -3.3% |
| 7D | +1.8% | -5.7% | +7.5% | -0.9% |
| 30D | +4.2% | -8.8% | +12.9% | -0.3% |
| 3M | -3.3% | +6.3% | -9.6% | 0.0% |
| 6M | -43.6% | -32.3% | -11.4% | -55.6% |
| YTD | -41.9% | -32.7% | -9.2% | -54.0% |
| 1Y | -50.6% | -43.7% | -7.0% | -65.7% |
| 3Y | -89.3% | -19.7% | -69.6% | -89.7% |
| All | -89.3% | -19.8% | -69.5% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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