+19,165.6%
SOXL vs TRV
+914.4%
+18,251.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.5% | -8.6% | -8.7% |
| 7D | +8.5% | -1.5% | +9.9% | +10.2% |
| 30D | -13.0% | -1.8% | -11.2% | -11.9% |
| 3M | -35.9% | +21.6% | -57.5% | -55.0% |
| 6M | +112.1% | +22.5% | +89.6% | +39.8% |
| YTD | +175.4% | +28.1% | +147.3% | +66.4% |
| 1Y | +304.9% | +37.0% | +267.8% | +115.1% |
| 3Y | +448.6% | +141.9% | +306.7% | +5.5% |
| 5Y | +156.1% | +158.5% | -2.4% | -57.9% |
| 10Y | +4,957.3% | +297.5% | +4,659.8% | +299.3% |
| All | +19,165.6% | +914.4% | +18,251.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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