+19,418.6%
SOXL vs TLT
+49.0%
+19,369.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +10.1% |
| 7D | +5.3% | -0.4% | +5.8% | +4.8% |
| 30D | -11.2% | -0.6% | -10.6% | -11.7% |
| 3M | -55.4% | -2.7% | -52.6% | -57.1% |
| 6M | +107.1% | -5.6% | +112.8% | +89.0% |
| YTD | +179.0% | -2.8% | +181.8% | +164.0% |
| 1Y | +357.4% | -1.4% | +358.8% | +342.1% |
| 3Y | +397.5% | -1.6% | +399.0% | +364.8% |
| 5Y | +155.9% | -33.8% | +189.7% | +13.3% |
| 10Y | +4,301.6% | -21.1% | +4,322.7% | +3,226.2% |
| All | +19,418.6% | +49.0% | +19,369.6% | +116,045.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling