+20,415.5%
SOXL vs TRMB
+337.7%
+20,077.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.8% |
| 7D | +16.4% | -0.3% | +16.7% | +16.5% |
| 30D | -12.1% | -1.2% | -10.9% | -12.8% |
| 3M | -41.7% | +9.6% | -51.3% | -55.1% |
| 6M | +157.4% | -16.1% | +173.5% | +195.0% |
| YTD | +193.3% | -25.0% | +218.3% | +288.7% |
| 1Y | +355.3% | -27.7% | +383.0% | +563.0% |
| 3Y | +484.2% | +15.3% | +468.9% | +411.1% |
| 5Y | +182.7% | -37.4% | +220.1% | +762.5% |
| 10Y | +4,692.2% | +117.5% | +4,574.8% | +4,339.9% |
| All | +20,415.5% | +337.7% | +20,077.8% | +4,833.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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