+4,671.5%
SOXL vs TMF
-86.4%
+4,757.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.6% | -8.6% |
| 7D | +8.5% | -4.8% | +13.2% | +7.5% |
| 30D | -13.0% | -4.9% | -8.1% | -13.6% |
| 3M | -35.9% | -13.4% | -22.5% | -37.6% |
| 6M | +112.1% | -23.0% | +135.1% | +100.6% |
| YTD | +175.4% | -20.2% | +195.6% | +162.6% |
| 1Y | +304.9% | -26.5% | +331.3% | +281.2% |
| 3Y | +448.6% | -45.2% | +493.7% | +389.1% |
| 5Y | +156.1% | -88.4% | +244.5% | +23.8% |
| All | +4,671.5% | -86.4% | +4,757.9% | +3,864.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling