+436.4%
SOXL vs TLN
+571.8%
-135.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.5% | -5.5% | -5.3% |
| 7D | +8.5% | +2.0% | +6.5% | +6.6% |
| 30D | -13.0% | -12.9% | 0.0% | +1.8% |
| 3M | -35.9% | -7.4% | -28.5% | -25.5% |
| 6M | +112.1% | -6.0% | +118.1% | +150.0% |
| YTD | +175.4% | -16.9% | +192.3% | +261.6% |
| 1Y | +304.9% | -22.6% | +327.5% | +486.6% |
| 3Y | +448.6% | +469.0% | -20.5% | +38.2% |
| All | +436.4% | +571.8% | -135.3% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling