+317.7%
SOXL vs TFC
+16.6%
+301.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +3.9% | -2.4% | +6.3% | +5.5% |
| 30D | -14.3% | -3.4% | -10.9% | -12.4% |
| 3M | -45.6% | +0.4% | -46.0% | -47.4% |
| 6M | +117.2% | +12.7% | +104.5% | +82.3% |
| YTD | +189.8% | +5.6% | +184.3% | +152.8% |
| 1Y | +317.7% | +16.0% | +301.7% | +231.9% |
| All | +317.7% | +16.6% | +301.2% | +231.9% |
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