-100.0%
SQQQ vs TSCO
+1,523.3%
-1,623.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -4.0% |
| 7D | +1.8% | -5.7% | +7.5% | -3.6% |
| 30D | +4.2% | -8.8% | +12.9% | -4.6% |
| 3M | -3.3% | +6.3% | -9.6% | +2.6% |
| 6M | -43.6% | -32.3% | -11.4% | -61.6% |
| YTD | -41.9% | -32.7% | -9.2% | -60.5% |
| 1Y | -50.6% | -43.7% | -7.0% | -71.9% |
| 3Y | -89.3% | -19.7% | -69.6% | -90.1% |
| 5Y | -94.8% | -11.6% | -83.2% | -93.2% |
| 10Y | -100.0% | +184.1% | -284.0% | -99.8% |
| All | -100.0% | +1,523.3% | -1,623.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling