+1,948.9%
SOXL vs TMF
-82.1%
+2,031.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.4% | -9.6% | -11.3% |
| 7D | +26.9% | -9.3% | +36.1% | +24.6% |
| 30D | -47.2% | +1.9% | -49.2% | -46.8% |
| 3M | -59.9% | -11.2% | -48.6% | -60.4% |
| 6M | -68.3% | -17.7% | -50.6% | -69.4% |
| YTD | +38.8% | -24.5% | +63.3% | +31.9% |
| 1Y | +48.8% | -29.4% | +78.2% | +39.1% |
| 3Y | +196.5% | -33.4% | +229.9% | +183.0% |
| 5Y | -5.0% | -88.7% | +83.7% | -54.8% |
| All | +1,948.9% | -82.1% | +2,031.0% | +1,702.1% |
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