+4,921.3%
SOXL vs TMUS
+330.9%
+4,590.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.3% | +2.3% |
| 7D | +3.9% | +0.4% | +3.4% | +3.4% |
| 30D | -14.3% | +3.5% | -17.8% | -18.5% |
| 3M | -45.6% | -1.3% | -44.3% | -50.4% |
| 6M | +117.2% | -13.6% | +130.8% | +119.7% |
| YTD | +189.8% | -8.8% | +198.6% | +161.6% |
| 1Y | +317.7% | -22.9% | +340.6% | +348.7% |
| 3Y | +478.6% | +36.7% | +441.9% | +130.4% |
| 5Y | +169.5% | +46.6% | +122.9% | -0.5% |
| All | +4,921.3% | +330.9% | +4,590.4% | +619.1% |
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