+398.4%
TSM vs SQQQ
-89.1%
+487.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -4.9% | -0.1% |
| 7D | +2.6% | +4.1% | -1.4% | +4.7% |
| 30D | +1.4% | +4.6% | -3.2% | +4.1% |
| 3M | +5.0% | -10.4% | +15.4% | +4.3% |
| 6M | +24.0% | -42.1% | +66.1% | +4.2% |
| YTD | +41.6% | -40.3% | +81.9% | +22.6% |
| 1Y | +66.2% | -50.2% | +116.4% | +36.0% |
| All | +398.4% | -89.1% | +487.6% | +179.8% |
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