The equation itself: $$f(x) = f(3x) + \tanh(x)$$ So firstly I'm solving homogeneous equation: $$f(x)=f(3x)$$ so is just periodic function $\Theta(\ln x)$ with period $\ln 3$. So: $$F(x) = \Theta(\ln x) + \hat{f}(x)$$where $\hat{f}(x)$ is the particular solution of equation. Any tips how to find some?
It seems like its really bad around 0, but going smooth on big values. And my current guess that its behavior around $x=0$ is strongly connected to period of $\Theta$

For functions $f:(0,\infty)\to\mathbb{R}$, the general solution to the functional equation
$$f(x)=f(3x)+\tanh(x)$$
is
$$f(x)=\Theta(\ln x)-\sum_{k=1}^\infty\tanh\left(x\over3^k\right)$$
where $\Theta:\mathbb{R}\to\mathbb{R}$ is any function satisfying $\Theta(x+\ln3)=\Theta(x)$.
Note that the infinite series is absolutely convergent for any $x$, since $\tanh(x/3^k)\approx x/3^k$ for large enough $k$. It defines a continuous (indeed, smooth) function on all of $\mathbb{R}$. If you want the function $f(x)$ to have a limit as $x\to0^+$, then you need for $\Theta$ to be constant; otherwise $f$ will approach all the values $\Theta$ takes on (as in the OP's figure).