+55.9%
SOXL vs TFC
+20.8%
+35.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.0% | -11.8% | -10.0% |
| 7D | -37.9% | +5.1% | -42.9% | -39.3% |
| 30D | -59.4% | +9.8% | -69.2% | -61.5% |
| 3M | -52.3% | -2.4% | -49.9% | -51.2% |
| 6M | -47.7% | +4.9% | -52.6% | -51.7% |
| YTD | +58.8% | +6.6% | +52.2% | +28.7% |
| 1Y | +55.9% | +21.3% | +34.6% | -6.9% |
| All | +55.9% | +20.8% | +35.1% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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