+6,961.4%
TSM vs SQQQ
-100.0%
+7,061.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.5% |
| 7D | +4.8% | -2.7% | +7.5% | +3.8% |
| 30D | +4.0% | +2.4% | +1.6% | +5.2% |
| 3M | +2.0% | -8.0% | +10.0% | +2.8% |
| 6M | +25.5% | -43.9% | +69.4% | +10.4% |
| YTD | +44.0% | -42.2% | +86.2% | +29.4% |
| 1Y | +75.4% | -51.8% | +127.2% | +51.8% |
| 3Y | +406.7% | -89.7% | +496.5% | +228.1% |
| 5Y | +285.0% | -94.7% | +379.7% | +160.3% |
| 10Y | +1,815.4% | -100.0% | +1,915.3% | +333.1% |
| All | +6,961.4% | -100.0% | +7,061.4% | +448.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling