+25.3%
SOXL vs TOST
-46.7%
+72.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.3% | +22.0% | +22.1% |
| 7D | -17.6% | +4.0% | -21.6% | -20.1% |
| 30D | -59.8% | +11.1% | -70.8% | -63.4% |
| 3M | -59.9% | +0.8% | -60.7% | -62.0% |
| 6M | -68.2% | +38.8% | -107.0% | -77.6% |
| YTD | +33.8% | -2.1% | +35.9% | +14.4% |
| 1Y | +34.7% | -6.0% | +40.8% | +19.7% |
| 3Y | +211.0% | +149.8% | +61.3% | +31.3% |
| 5Y | -8.6% | -42.8% | +34.2% | -24.7% |
| All | +25.3% | -46.7% | +72.0% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling