+357.4%
SOXL vs TCOM
-42.5%
+399.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.2% |
| 7D | +5.3% | -9.5% | +14.9% | +8.7% |
| 30D | -11.2% | -10.7% | -0.5% | -8.2% |
| 3M | -55.4% | -14.6% | -40.7% | -52.3% |
| 6M | +107.1% | -19.3% | +126.5% | +132.3% |
| YTD | +179.0% | -42.9% | +222.0% | +270.4% |
| 1Y | +357.4% | -43.8% | +401.2% | +510.3% |
| All | +357.4% | -42.5% | +399.9% | +510.3% |
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