+162.3%
SOXL vs TRGP
+628.1%
-465.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.8% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -14.3% | +8.0% | -22.3% | -23.2% |
| 3M | -45.6% | +8.3% | -53.9% | -52.6% |
| 6M | +117.2% | +23.9% | +93.3% | +53.5% |
| YTD | +189.8% | +59.6% | +130.2% | +47.6% |
| 1Y | +317.7% | +79.4% | +238.3% | +77.5% |
| 3Y | +478.6% | +269.4% | +209.2% | +11.3% |
| All | +162.3% | +628.1% | -465.8% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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