+162.3%
SOXL vs TSCO
-11.8%
+174.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.8% | +6.7% |
| 7D | +3.9% | -5.7% | +9.5% | +9.8% |
| 30D | -14.3% | -8.8% | -5.5% | -7.2% |
| 3M | -45.6% | +6.3% | -51.9% | -50.4% |
| 6M | +117.2% | -32.3% | +149.5% | +213.7% |
| YTD | +189.8% | -32.7% | +222.5% | +309.2% |
| 1Y | +317.7% | -43.7% | +361.4% | +636.8% |
| 3Y | +478.6% | -19.7% | +498.3% | +488.3% |
| All | +162.3% | -11.8% | +174.1% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling