+4,921.3%
SOXL vs TDG
+547.7%
+4,373.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +3.6% |
| 7D | +3.9% | -1.9% | +5.7% | +6.4% |
| 30D | -14.3% | -7.7% | -6.6% | -5.0% |
| 3M | -45.6% | -9.3% | -36.3% | -39.7% |
| 6M | +117.2% | -9.4% | +126.6% | +139.3% |
| YTD | +189.8% | -14.3% | +204.1% | +242.8% |
| 1Y | +317.7% | -11.8% | +329.6% | +366.1% |
| 3Y | +478.6% | +52.0% | +426.7% | +238.9% |
| 5Y | +169.5% | +128.8% | +40.7% | +18.5% |
| All | +4,921.3% | +547.7% | +4,373.6% | +895.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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