+156.1%
SOXL vs TFC
+14.0%
+142.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.4% | -8.4% | -8.5% |
| 7D | +8.5% | -2.5% | +10.9% | +12.0% |
| 30D | -13.0% | -2.8% | -10.1% | -10.0% |
| 3M | -35.9% | +2.1% | -38.1% | -40.9% |
| 6M | +112.1% | +10.1% | +101.9% | +76.6% |
| YTD | +175.4% | +5.4% | +170.0% | +142.5% |
| 1Y | +304.9% | +16.3% | +288.5% | +207.6% |
| 3Y | +448.6% | +95.9% | +352.7% | +128.7% |
| 5Y | +156.1% | +16.0% | +140.1% | +210.8% |
| All | +156.1% | +14.0% | +142.1% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling