+357.4%
SOXL vs TSCO
-40.6%
+398.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.1% | +8.7% | +10.2% |
| 7D | +5.3% | +0.8% | +4.6% | +5.5% |
| 30D | -11.2% | +5.5% | -16.7% | -10.0% |
| 3M | -55.4% | +20.0% | -75.3% | -53.0% |
| 6M | +107.1% | -29.8% | +136.9% | +144.2% |
| YTD | +179.0% | -28.7% | +207.7% | +222.8% |
| 1Y | +357.4% | -40.9% | +398.3% | +454.9% |
| All | +357.4% | -40.6% | +398.0% | +454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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