+4,921.3%
SOXL vs TDY
+479.2%
+4,442.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +2.9% |
| 7D | +3.9% | -1.1% | +5.0% | +5.9% |
| 30D | -14.3% | -12.0% | -2.3% | +9.5% |
| 3M | -45.6% | -3.2% | -42.4% | -39.0% |
| 6M | +117.2% | -7.9% | +125.1% | +186.6% |
| YTD | +189.8% | +18.2% | +171.6% | +141.3% |
| 1Y | +317.7% | +6.7% | +311.1% | +323.0% |
| 3Y | +478.6% | +47.5% | +431.1% | +265.9% |
| 5Y | +169.5% | +39.5% | +130.0% | +145.8% |
| All | +4,921.3% | +479.2% | +4,442.1% | +941.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling