+105.5%
SOXL vs TEM
+47.5%
+58.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.0% |
| 7D | +3.9% | -8.7% | +12.6% | +8.3% |
| 30D | -14.3% | +8.1% | -22.4% | -19.4% |
| 3M | -45.6% | +19.0% | -64.6% | -51.1% |
| 6M | +117.2% | +12.0% | +105.2% | +100.1% |
| YTD | +189.8% | -0.1% | +189.9% | +180.2% |
| 1Y | +317.7% | -33.5% | +351.3% | +389.0% |
| All | +105.5% | +47.5% | +58.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 5y: compounded portfolio wealth divided by compounded TEM 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…
5y analysis · Full analysis span regression · 6 months rolling