+20,174.1%
SOXL vs TMO
+1,180.2%
+18,993.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.3% |
| 7D | +3.9% | -0.6% | +4.5% | +5.0% |
| 30D | -14.3% | +1.1% | -15.4% | -17.2% |
| 3M | -45.6% | +28.3% | -73.9% | -68.3% |
| 6M | +117.2% | +23.3% | +93.9% | +27.8% |
| YTD | +189.8% | +5.5% | +184.4% | +127.2% |
| 1Y | +317.7% | +24.5% | +293.2% | +133.7% |
| 3Y | +478.6% | +19.6% | +459.1% | +250.8% |
| 5Y | +169.5% | +8.1% | +161.4% | +139.2% |
| 10Y | +5,222.1% | +336.7% | +4,885.3% | +373.9% |
| All | +20,174.1% | +1,180.2% | +18,993.9% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling