+4,921.3%
SOXL vs TKO
+989.7%
+3,931.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.0% |
| 7D | +3.9% | +2.3% | +1.6% | +2.0% |
| 30D | -14.3% | -2.5% | -11.8% | -13.4% |
| 3M | -45.6% | -10.6% | -35.0% | -43.1% |
| 6M | +117.2% | -5.1% | +122.2% | +114.0% |
| YTD | +189.8% | -8.2% | +198.1% | +188.0% |
| 1Y | +317.7% | -4.4% | +322.2% | +298.0% |
| 3Y | +478.6% | +100.4% | +378.3% | +199.2% |
| 5Y | +169.5% | +294.3% | -124.8% | -23.2% |
| All | +4,921.3% | +989.7% | +3,931.6% | +731.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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