+174.7%
SOXL vs TOST
-49.0%
+223.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.1% | +6.5% |
| 7D | +16.4% | -0.9% | +17.3% | +17.0% |
| 30D | -12.1% | -3.5% | -8.7% | -11.2% |
| 3M | -41.7% | +38.1% | -79.8% | -56.7% |
| 6M | +157.4% | +9.9% | +147.5% | +114.6% |
| YTD | +193.3% | -6.3% | +199.5% | +167.3% |
| 1Y | +355.3% | -18.3% | +373.6% | +363.3% |
| 3Y | +484.2% | +59.7% | +424.4% | +256.4% |
| All | +174.7% | -49.0% | +223.6% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling