+9,612.4%
SOXL vs TLT
+45.0%
+9,567.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.4% | -10.6% | -11.5% |
| 7D | +26.9% | -3.1% | +30.0% | +22.2% |
| 30D | -47.2% | +1.0% | -48.3% | -46.0% |
| 3M | -59.9% | -2.7% | -57.1% | -60.6% |
| 6M | -68.3% | -4.1% | -64.2% | -70.0% |
| YTD | +38.8% | -5.4% | +44.2% | +28.7% |
| 1Y | +48.8% | -7.0% | +55.8% | +34.5% |
| 3Y | +196.5% | +2.8% | +193.7% | +205.8% |
| 5Y | -5.0% | -35.4% | +30.3% | -58.3% |
| 10Y | +1,914.5% | -13.1% | +1,927.7% | +1,841.7% |
| All | +9,612.4% | +45.0% | +9,567.3% | +56,497.2% |
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