+19,165.6%
SOXL vs TRI
+326.5%
+18,839.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -6.4% |
| 7D | +8.5% | -14.4% | +22.8% | +29.2% |
| 30D | -13.0% | -8.1% | -4.9% | -8.5% |
| 3M | -35.9% | +17.5% | -53.5% | -63.3% |
| 6M | +112.1% | -5.0% | +117.0% | +37.0% |
| YTD | +175.4% | -24.7% | +200.1% | +128.4% |
| 1Y | +304.9% | -41.5% | +346.4% | +424.7% |
| 3Y | +448.6% | -20.3% | +468.9% | +255.9% |
| 5Y | +156.1% | -10.9% | +167.0% | +57.6% |
| 10Y | +4,957.3% | +190.6% | +4,766.7% | +254.9% |
| All | +19,165.6% | +326.5% | +18,839.1% | +662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling