-62.0%
SOXL vs TPR
+1.1%
-63.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -1.0% |
| 7D | +60.3% | -1.1% | +61.5% | +59.2% |
| 30D | -48.6% | +15.1% | -63.7% | -45.0% |
| 3M | -53.9% | -13.4% | -40.5% | -49.6% |
| 6M | -62.0% | +1.4% | -63.3% | -65.1% |
| All | -62.0% | +1.1% | -63.1% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling