+1,779.8%
TSM vs SQQQ
-100.0%
+1,879.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +0.3% |
| 7D | +1.0% | +1.8% | -0.8% | +1.7% |
| 30D | +1.0% | +4.2% | -3.2% | +2.8% |
| 3M | +2.9% | -3.3% | +6.2% | +5.2% |
| 6M | +22.8% | -43.6% | +66.5% | +7.6% |
| YTD | +43.3% | -41.9% | +85.2% | +28.4% |
| 1Y | +69.2% | -50.6% | +119.8% | +46.6% |
| 3Y | +404.5% | -89.3% | +493.8% | +225.8% |
| 5Y | +282.2% | -94.8% | +377.0% | +153.1% |
| All | +1,779.8% | -100.0% | +1,879.7% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling