+10,896.4%
SOXL vs TPR
+437.8%
+10,458.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | -1.7% | +19.5% | +19.5% |
| 7D | -1.0% | +6.4% | -7.4% | -11.9% |
| 30D | -48.6% | +13.8% | -62.3% | -58.0% |
| 3M | -50.3% | -16.6% | -33.7% | -47.8% |
| 6M | -65.3% | +0.7% | -66.0% | -70.5% |
| YTD | +57.2% | +5.3% | +51.9% | +30.1% |
| 1Y | +58.0% | +32.4% | +25.7% | +3.2% |
| 3Y | +226.2% | +406.4% | -180.1% | -42.3% |
| 5Y | +10.5% | +227.9% | -217.4% | -64.5% |
| 10Y | +2,180.9% | +371.7% | +1,809.2% | +350.5% |
| All | +10,896.4% | +437.8% | +10,458.6% | +1,490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling