+4,921.3%
SOXL vs TD
+306.3%
+4,615.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +3.8% |
| 7D | +3.9% | -0.5% | +4.4% | +4.7% |
| 30D | -14.3% | -1.9% | -12.4% | -10.8% |
| 3M | -45.6% | +4.8% | -50.4% | -50.1% |
| 6M | +117.2% | +28.0% | +89.2% | +37.8% |
| YTD | +189.8% | +30.3% | +159.5% | +77.6% |
| 1Y | +317.7% | +59.8% | +258.0% | +70.3% |
| 3Y | +478.6% | +124.7% | +353.9% | +19.8% |
| 5Y | +169.5% | +127.0% | +42.5% | -34.0% |
| All | +4,921.3% | +306.3% | +4,615.0% | +671.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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