+196.5%
SOXL vs TPR
+403.8%
-207.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -57.3% |
| 3M | -59.9% | +3.5% | -63.4% | -64.7% |
| 6M | -68.3% | +0.4% | -68.8% | -73.5% |
| YTD | +38.8% | +4.6% | +34.2% | +12.7% |
| 1Y | +48.8% | +33.1% | +15.7% | -11.1% |
| 3Y | +196.5% | +396.0% | -199.5% | -63.4% |
| All | +196.5% | +403.8% | -207.3% | -63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling