+196.5%
SOXL vs TMUS
+21.2%
+175.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -11.4% |
| 7D | +26.9% | +4.9% | +22.0% | +30.0% |
| 30D | -47.2% | +7.7% | -54.9% | -42.9% |
| 3M | -59.9% | -6.8% | -53.1% | -59.1% |
| 6M | -68.3% | -9.7% | -58.6% | -66.6% |
| YTD | +38.8% | -15.0% | +53.8% | +44.9% |
| 1Y | +48.8% | -19.1% | +67.9% | +55.9% |
| 3Y | +196.5% | +21.4% | +175.1% | +180.2% |
| All | +196.5% | +21.2% | +175.3% | +180.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling