+357.4%
SOXL vs TFC
+15.4%
+342.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.8% |
| 7D | +5.3% | +2.4% | +2.9% | +3.6% |
| 30D | -11.2% | -1.3% | -9.9% | -10.3% |
| 3M | -55.4% | +6.1% | -61.4% | -58.9% |
| 6M | +107.1% | +7.3% | +99.8% | +84.3% |
| YTD | +179.0% | +8.2% | +170.8% | +141.3% |
| 1Y | +357.4% | +14.4% | +342.9% | +267.8% |
| All | +357.4% | +15.4% | +342.0% | +267.8% |
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