+4,921.3%
SOXL vs TPR
+327.7%
+4,593.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +3.0% | +3.0% |
| 7D | +3.9% | -3.0% | +6.9% | +6.4% |
| 30D | -14.3% | -22.6% | +8.3% | +5.3% |
| 3M | -45.6% | -18.2% | -27.4% | -38.6% |
| 6M | +117.2% | -18.0% | +135.2% | +151.4% |
| YTD | +189.8% | -6.4% | +196.2% | +193.0% |
| 1Y | +317.7% | +12.3% | +305.4% | +253.7% |
| 3Y | +478.6% | +298.7% | +180.0% | +45.5% |
| 5Y | +169.5% | +232.5% | -63.0% | -4.5% |
| All | +4,921.3% | +327.7% | +4,593.5% | +1,409.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling