+25.0%
SOXL vs TOST
-47.1%
+72.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | -23.3% | +3.0% | -26.3% | -25.2% |
| 30D | -59.9% | +10.3% | -70.1% | -63.4% |
| 3M | -56.8% | -3.3% | -53.6% | -57.7% |
| 6M | -68.3% | +37.8% | -106.1% | -77.5% |
| YTD | +33.5% | -2.8% | +36.3% | +14.6% |
| 1Y | +24.8% | -9.6% | +34.4% | +14.2% |
| 3Y | +177.0% | +144.6% | +32.3% | +18.6% |
| 5Y | -0.2% | -31.0% | +30.7% | -22.9% |
| All | +25.0% | -47.1% | +72.1% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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