+1,948.9%
SOXL vs TPR
+364.3%
+1,584.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.2% | -10.8% | -10.8% |
| 7D | +26.9% | -0.3% | +27.2% | +27.4% |
| 30D | -47.2% | +15.1% | -62.3% | -57.2% |
| 3M | -59.9% | +3.5% | -63.4% | -64.8% |
| 6M | -68.3% | +0.4% | -68.8% | -73.0% |
| YTD | +38.8% | +4.6% | +34.2% | +16.3% |
| 1Y | +48.8% | +33.1% | +15.7% | -2.8% |
| 3Y | +196.5% | +396.0% | -199.5% | -44.1% |
| 5Y | -5.0% | +230.3% | -235.3% | -69.3% |
| All | +1,948.9% | +364.3% | +1,584.6% | +446.3% |
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