+317.7%
SOXL vs TLN
-23.3%
+341.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +4.7% |
| 7D | +3.9% | -1.3% | +5.2% | +5.9% |
| 30D | -14.3% | -14.3% | 0.0% | +5.8% |
| 3M | -45.6% | -9.3% | -36.3% | -33.5% |
| 6M | +117.2% | -1.1% | +118.3% | +150.9% |
| YTD | +189.8% | -16.6% | +206.4% | +283.2% |
| 1Y | +317.7% | -22.0% | +339.7% | +606.7% |
| All | +317.7% | -23.3% | +341.1% | +606.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling