+162.3%
SOXL vs TMO
+7.9%
+154.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.6% |
| 7D | +3.9% | -0.6% | +4.5% | +4.8% |
| 30D | -14.3% | +1.1% | -15.4% | -16.6% |
| 3M | -45.6% | +28.3% | -73.9% | -65.9% |
| 6M | +117.2% | +23.3% | +93.9% | +37.9% |
| YTD | +189.8% | +5.5% | +184.4% | +142.3% |
| 1Y | +317.7% | +24.5% | +293.2% | +152.5% |
| 3Y | +478.6% | +19.6% | +459.1% | +271.3% |
| All | +162.3% | +7.9% | +154.4% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling