+357.4%
SOXL vs TMO
+27.8%
+329.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.6% | +10.0% |
| 7D | +5.3% | -1.4% | +6.7% | +5.6% |
| 30D | -11.2% | +6.2% | -17.4% | -12.3% |
| 3M | -55.4% | +27.5% | -82.8% | -59.2% |
| 6M | +107.1% | +20.0% | +87.2% | +95.4% |
| YTD | +179.0% | +6.1% | +172.9% | +194.4% |
| 1Y | +357.4% | +25.8% | +331.5% | +348.6% |
| All | +357.4% | +27.8% | +329.6% | +348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling