+184.8%
SOXL vs TMF
-88.0%
+272.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.3% |
| 7D | +18.4% | -0.9% | +19.2% | +18.5% |
| 30D | -3.2% | -1.0% | -2.2% | -3.2% |
| 3M | -37.6% | -11.3% | -26.3% | -36.8% |
| 6M | +136.1% | -22.7% | +158.8% | +141.1% |
| YTD | +199.5% | -17.3% | +216.8% | +204.7% |
| 1Y | +363.2% | -22.5% | +385.7% | +372.0% |
| 3Y | +496.5% | -43.2% | +539.7% | +499.9% |
| 5Y | +184.8% | -88.3% | +273.1% | +115.2% |
| All | +184.8% | -88.0% | +272.8% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling