+196.5%
SOXL vs TOST
+146.3%
+50.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +3.5% | -14.5% | -12.9% |
| 7D | +26.9% | 0.0% | +26.8% | +26.4% |
| 30D | -47.2% | +16.2% | -63.4% | -52.7% |
| 3M | -59.9% | -1.5% | -58.3% | -60.8% |
| 6M | -68.3% | +55.3% | -123.6% | -78.5% |
| YTD | +38.8% | -2.3% | +41.2% | +24.8% |
| 1Y | +48.8% | -5.5% | +54.3% | +38.0% |
| 3Y | +196.5% | +151.1% | +45.4% | +43.8% |
| All | +196.5% | +146.3% | +50.2% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling