+46.1%
SOXL vs TOST
-48.6%
+94.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.4% |
| 7D | +60.3% | -4.7% | +65.0% | +65.4% |
| 30D | -48.6% | +8.5% | -57.1% | -52.6% |
| 3M | -53.9% | -1.6% | -52.3% | -55.4% |
| 6M | -62.0% | +44.1% | -106.1% | -74.0% |
| YTD | +56.0% | -5.6% | +61.6% | +36.6% |
| 1Y | +50.0% | -12.6% | +62.6% | +40.3% |
| 3Y | +223.8% | +137.6% | +86.2% | +41.3% |
| 5Y | +6.7% | -30.4% | +37.0% | -17.0% |
| All | +46.1% | -48.6% | +94.7% | +22.9% |
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