+478.6%
SOXL vs TNA
+101.9%
+376.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +3.9% |
| 7D | +3.9% | -7.3% | +11.1% | +13.7% |
| 30D | -14.3% | -14.2% | -0.1% | +3.6% |
| 3M | -45.6% | -4.6% | -41.1% | -37.8% |
| 6M | +117.2% | +36.9% | +80.3% | +83.4% |
| YTD | +189.8% | +42.5% | +147.3% | +138.6% |
| 1Y | +317.7% | +45.8% | +272.0% | +244.4% |
| 3Y | +478.6% | +104.7% | +374.0% | +280.6% |
| All | +478.6% | +101.9% | +376.8% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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