+33.6%
TSLA vs SQQQ
-89.4%
+123.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | -1.0% |
| 7D | +3.2% | +1.8% | +1.4% | +4.4% |
| 30D | +11.6% | +4.2% | +7.4% | +15.0% |
| 3M | -8.4% | -3.3% | -5.2% | -5.7% |
| 6M | -10.4% | -43.6% | +33.3% | -30.0% |
| YTD | -18.7% | -41.9% | +23.1% | -34.3% |
| 1Y | -0.9% | -50.6% | +49.7% | -24.9% |
| 3Y | +33.6% | -89.3% | +122.9% | -35.4% |
| All | +33.6% | -89.4% | +123.0% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SQQQ.
Daily Out/Under-Performance
Portfolio return minus SQQQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SQQQ 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 SQQQ 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