+4,921.3%
SOXL vs TJX
+287.7%
+4,633.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.7% |
| 7D | +3.9% | -4.6% | +8.5% | +10.4% |
| 30D | -14.3% | -17.2% | +2.9% | +10.4% |
| 3M | -45.6% | -24.9% | -20.7% | -24.3% |
| 6M | +117.2% | -19.7% | +136.9% | +169.9% |
| YTD | +189.8% | -17.2% | +207.0% | +235.7% |
| 1Y | +317.7% | -9.4% | +327.2% | +312.5% |
| 3Y | +478.6% | +43.1% | +435.6% | +196.2% |
| 5Y | +169.5% | +96.7% | +72.8% | -1.5% |
| All | +4,921.3% | +287.7% | +4,633.5% | +1,119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling