+156.1%
SOXL vs TLT
-35.3%
+191.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.9% | -7.7% |
| 7D | +8.5% | -1.6% | +10.0% | +9.0% |
| 30D | -13.0% | -1.3% | -11.6% | -12.6% |
| 3M | -35.9% | -3.7% | -32.2% | -35.1% |
| 6M | +112.1% | -6.4% | +118.4% | +116.2% |
| YTD | +175.4% | -4.5% | +179.9% | +179.9% |
| 1Y | +304.9% | -5.9% | +310.7% | +311.9% |
| 3Y | +448.6% | -2.8% | +451.4% | +441.3% |
| 5Y | +156.1% | -35.1% | +191.2% | +94.1% |
| All | +156.1% | -35.3% | +191.4% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling