+108.5%
SOXL vs TPG
+74.1%
+34.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +2.9% |
| 7D | +3.9% | -9.4% | +13.3% | +18.9% |
| 30D | -14.3% | -5.3% | -9.1% | -10.1% |
| 3M | -45.6% | +12.9% | -58.5% | -55.9% |
| 6M | +117.2% | +20.1% | +97.1% | +57.3% |
| YTD | +189.8% | -22.5% | +212.3% | +286.0% |
| 1Y | +317.7% | -19.7% | +337.4% | +420.7% |
| 3Y | +478.6% | +81.2% | +397.4% | +139.8% |
| All | +108.5% | +74.1% | +34.4% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling