+55.9%
SOXL vs TLT
-5.4%
+61.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.8% | -9.6% | -9.9% |
| 7D | -37.9% | +1.0% | -38.8% | -39.1% |
| 30D | -59.4% | +6.0% | -65.4% | -65.3% |
| 3M | -52.3% | -0.9% | -51.4% | -50.4% |
| 6M | -47.7% | -2.3% | -45.4% | -42.0% |
| YTD | +58.8% | -3.3% | +62.1% | +77.2% |
| 1Y | +55.9% | -5.6% | +61.5% | +73.7% |
| All | +55.9% | -5.4% | +61.3% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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