+4,921.3%
SOXL vs TCOM
-9.8%
+4,931.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.6% |
| 7D | +3.9% | -4.9% | +8.8% | +8.1% |
| 30D | -14.3% | -14.4% | +0.1% | -3.8% |
| 3M | -45.6% | -17.7% | -28.0% | -39.4% |
| 6M | +117.2% | -25.1% | +142.3% | +163.2% |
| YTD | +189.8% | -45.7% | +235.6% | +347.9% |
| 1Y | +317.7% | -47.9% | +365.6% | +571.7% |
| 3Y | +478.6% | +8.9% | +469.7% | +366.2% |
| 5Y | +169.5% | +26.9% | +142.7% | +66.6% |
| All | +4,921.3% | -9.8% | +4,931.1% | +4,740.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling