+464.5%
SOXL vs TLN
+574.4%
-109.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.8% |
| 7D | +3.9% | -1.3% | +5.2% | +5.6% |
| 30D | -14.3% | -14.3% | 0.0% | +1.9% |
| 3M | -45.6% | -9.3% | -36.3% | -35.7% |
| 6M | +117.2% | -1.1% | +118.3% | +144.4% |
| YTD | +189.8% | -16.6% | +206.4% | +279.0% |
| 1Y | +317.7% | -22.0% | +339.7% | +500.4% |
| 3Y | +478.6% | +470.2% | +8.5% | +45.4% |
| All | +464.5% | +574.4% | -109.9% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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