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  • SOXL vs TMF✓SelectedUSD · TMFSOXL vs TMF performance historyLatest closeAs of+9.87%09/04
Stock and ETF performance explorer

SOXL vs TMF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,418.6%
TMF return
-47.7%
Excess return
+19,466.3%
Maximum drawdown
-90.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioTMFExcessAlpha
1D+9.9%+0.4%+9.5%+10.0%
7D+5.3%-1.4%+6.8%+4.7%
30D-11.2%-2.8%-8.4%-12.0%
3M-55.4%-10.9%-44.4%-57.6%
6M+107.1%-21.3%+128.5%+84.8%
YTD+179.0%-15.9%+194.9%+156.4%
1Y+357.4%-15.7%+373.1%+323.7%
3Y+397.5%-43.4%+440.8%+297.6%
5Y+155.9%-87.8%+243.7%-10.8%
10Y+4,301.6%-86.7%+4,388.3%+2,232.7%
All+19,418.6%-47.7%+19,466.3%+74,941.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling