-12.7%
SOXL vs TRI
-16.8%
+4.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | +0.8% | -39.5% | -38.0% |
| 7D | -60.1% | +1.5% | -61.6% | -58.4% |
| 30D | -75.1% | +20.4% | -95.5% | -69.2% |
| 3M | -69.0% | +20.6% | -89.6% | -60.1% |
| 6M | -71.6% | +25.5% | -97.1% | -54.5% |
| YTD | -2.7% | -7.1% | +4.4% | +58.5% |
| 1Y | -12.7% | -14.7% | +2.0% | +52.5% |
| All | -12.7% | -16.8% | +4.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling