+4,921.3%
SOXL vs TFC
+98.7%
+4,822.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +3.9% | -2.4% | +6.3% | +6.9% |
| 30D | -14.3% | -3.4% | -10.9% | -11.1% |
| 3M | -45.6% | +0.4% | -46.0% | -48.4% |
| 6M | +117.2% | +12.7% | +104.5% | +79.8% |
| YTD | +189.8% | +5.6% | +184.3% | +159.7% |
| 1Y | +317.7% | +16.0% | +301.7% | +230.6% |
| 3Y | +478.6% | +94.0% | +384.6% | +170.3% |
| 5Y | +169.5% | +16.2% | +153.4% | +164.9% |
| All | +4,921.3% | +98.7% | +4,822.5% | +3,208.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling