+20,848.2%
SOXL vs TCOM
+102.0%
+20,746.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +4.4% |
| 7D | +18.4% | -10.2% | +28.5% | +27.2% |
| 30D | -3.2% | -16.8% | +13.7% | +9.2% |
| 3M | -37.6% | -16.7% | -20.9% | -32.2% |
| 6M | +136.1% | -27.1% | +163.1% | +184.6% |
| YTD | +199.5% | -45.5% | +245.0% | +337.2% |
| 1Y | +363.2% | -45.9% | +409.1% | +583.7% |
| 3Y | +496.5% | +9.8% | +486.7% | +410.1% |
| 5Y | +184.8% | +23.8% | +161.0% | +105.8% |
| 10Y | +5,399.0% | -10.8% | +5,409.8% | +5,307.3% |
| All | +20,848.2% | +102.0% | +20,746.2% | +9,649.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling