+184.8%
SOXL vs TMUS
+42.2%
+142.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.8% |
| 7D | +18.4% | -5.3% | +23.7% | +20.1% |
| 30D | -3.2% | +0.1% | -3.3% | -3.7% |
| 3M | -37.6% | -0.6% | -37.0% | -39.8% |
| 6M | +136.1% | -17.5% | +153.6% | +149.4% |
| YTD | +199.5% | -11.3% | +210.7% | +194.1% |
| 1Y | +363.2% | -25.4% | +388.6% | +415.1% |
| 3Y | +496.5% | +35.5% | +461.0% | +181.9% |
| 5Y | +184.8% | +41.9% | +142.9% | +50.0% |
| All | +184.8% | +42.2% | +142.7% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling