+19,418.6%
SOXL vs TPR
+392.6%
+19,026.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +5.3% | -2.3% | +7.6% | +7.9% |
| 30D | -11.2% | -23.0% | +11.8% | +10.0% |
| 3M | -55.4% | -12.5% | -42.9% | -52.3% |
| 6M | +107.1% | -21.4% | +128.6% | +153.9% |
| YTD | +179.0% | -3.5% | +182.6% | +175.2% |
| 1Y | +357.4% | +17.4% | +340.0% | +271.3% |
| 3Y | +397.5% | +291.3% | +106.2% | +23.9% |
| 5Y | +155.9% | +241.9% | -86.0% | -13.2% |
| 10Y | +4,301.6% | +322.7% | +3,978.9% | +962.1% |
| All | +19,418.6% | +392.6% | +19,026.0% | +3,264.5% |
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