+478.6%
SOXL vs TPG
+81.8%
+396.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +3.1% |
| 7D | +3.9% | -9.4% | +13.3% | +18.1% |
| 30D | -14.3% | -5.3% | -9.1% | -10.3% |
| 3M | -45.6% | +12.9% | -58.5% | -55.6% |
| 6M | +117.2% | +20.1% | +97.1% | +58.9% |
| YTD | +189.8% | -22.5% | +212.3% | +292.4% |
| 1Y | +317.7% | -19.7% | +337.4% | +427.9% |
| 3Y | +478.6% | +81.2% | +397.4% | +144.0% |
| All | +478.6% | +81.8% | +396.8% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling