+357.4%
SOXL vs TDY
+11.8%
+345.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +8.8% |
| 7D | +5.3% | -1.8% | +7.2% | +10.0% |
| 30D | -11.2% | -10.7% | -0.5% | +16.6% |
| 3M | -55.4% | -1.3% | -54.1% | -48.8% |
| 6M | +107.1% | -10.6% | +117.7% | +179.6% |
| YTD | +179.0% | +19.6% | +159.5% | +157.2% |
| 1Y | +357.4% | +11.6% | +345.7% | +393.0% |
| All | +357.4% | +11.8% | +345.6% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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