+471.2%
SOXL vs TLN
+602.5%
-131.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +2.1% |
| 7D | +16.4% | +10.9% | +5.5% | +4.4% |
| 30D | -12.1% | -6.3% | -5.8% | -5.1% |
| 3M | -41.7% | -10.7% | -31.0% | -29.8% |
| 6M | +157.4% | +1.6% | +155.8% | +180.3% |
| YTD | +193.3% | -13.1% | +206.4% | +266.8% |
| 1Y | +355.3% | -15.1% | +370.4% | +500.2% |
| 3Y | +484.2% | +495.0% | -10.9% | +40.1% |
| All | +471.2% | +602.5% | -131.2% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling