+9,612.4%
SOXL vs TMF
-53.1%
+9,665.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.4% | -9.6% | -11.5% |
| 7D | +26.9% | -9.3% | +36.1% | +22.0% |
| 30D | -47.2% | +1.9% | -49.2% | -46.2% |
| 3M | -59.9% | -11.2% | -48.6% | -61.1% |
| 6M | -68.3% | -17.7% | -50.6% | -70.6% |
| YTD | +38.8% | -24.5% | +63.3% | +24.0% |
| 1Y | +48.8% | -29.4% | +78.2% | +28.9% |
| 3Y | +196.5% | -33.4% | +229.9% | +163.6% |
| 5Y | -5.0% | -88.7% | +83.7% | -67.4% |
| 10Y | +1,914.5% | -82.5% | +1,997.0% | +1,259.6% |
| All | +9,612.4% | -53.1% | +9,665.4% | +36,177.9% |
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