+55.9%
SOXL vs TCOM
-39.6%
+95.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -12.0% | -8.8% |
| 7D | -37.9% | +10.7% | -48.6% | -38.1% |
| 30D | -59.4% | +10.1% | -69.5% | -59.6% |
| 3M | -52.3% | -8.9% | -43.4% | -50.6% |
| 6M | -47.7% | -19.2% | -28.5% | -40.0% |
| YTD | +58.8% | -40.6% | +99.4% | +96.7% |
| 1Y | +55.9% | -39.0% | +94.9% | +85.4% |
| All | +55.9% | -39.6% | +95.5% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling