+184.8%
SOXL vs TPR
+225.0%
-40.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +6.2% |
| 7D | +18.4% | -7.3% | +25.7% | +29.3% |
| 30D | -3.2% | -30.7% | +27.6% | +43.4% |
| 3M | -37.6% | -21.6% | -16.0% | -23.3% |
| 6M | +136.1% | -21.3% | +157.4% | +193.0% |
| YTD | +199.5% | -10.2% | +209.6% | +209.2% |
| 1Y | +363.2% | +9.5% | +353.7% | +266.4% |
| 3Y | +496.5% | +280.8% | +215.7% | -19.1% |
| 5Y | +184.8% | +218.7% | -33.9% | -41.2% |
| All | +184.8% | +225.0% | -40.1% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling