+55.9%
SOXL vs TPG
+0.9%
+55.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.7% | -12.5% | -10.7% |
| 7D | -37.9% | +12.5% | -50.4% | -41.8% |
| 30D | -59.4% | +12.7% | -72.1% | -62.4% |
| 3M | -52.3% | +3.5% | -55.8% | -54.0% |
| 6M | -47.7% | +14.1% | -61.8% | -52.9% |
| YTD | +58.8% | -18.5% | +77.2% | +78.6% |
| 1Y | +55.9% | -1.8% | +57.7% | +59.2% |
| All | +55.9% | +0.9% | +55.0% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling