+1,948.9%
SOXL vs TMUS
+244.6%
+1,704.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -10.4% |
| 7D | +26.9% | +4.9% | +22.0% | +22.6% |
| 30D | -47.2% | +7.7% | -54.9% | -52.9% |
| 3M | -59.9% | -6.8% | -53.1% | -60.9% |
| 6M | -68.3% | -9.7% | -58.6% | -71.3% |
| YTD | +38.8% | -15.0% | +53.8% | +23.7% |
| 1Y | +48.8% | -19.1% | +67.9% | +40.4% |
| 3Y | +196.5% | +21.4% | +175.1% | +22.7% |
| 5Y | -5.0% | +51.2% | -56.2% | -71.1% |
| All | +1,948.9% | +244.6% | +1,704.3% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling