-12.7%
SOXL vs TJX
-1.0%
-11.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -4.3% | -34.4% | -41.1% |
| 7D | -60.1% | -2.0% | -58.1% | -60.6% |
| 30D | -75.1% | +1.1% | -76.3% | -74.7% |
| 3M | -69.0% | -13.1% | -56.0% | -72.9% |
| 6M | -71.6% | -10.0% | -61.6% | -74.5% |
| YTD | -2.7% | -8.9% | +6.2% | -5.8% |
| 1Y | -12.7% | -2.4% | -10.3% | -11.0% |
| All | -12.7% | -1.0% | -11.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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