+4,921.3%
SOXL vs TSEM
+1,313.0%
+3,608.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +3.0% |
| 7D | +3.9% | -4.9% | +8.7% | +11.1% |
| 30D | -14.3% | -18.7% | +4.4% | +13.1% |
| 3M | -45.6% | -18.1% | -27.5% | -25.0% |
| 6M | +117.2% | +77.1% | +40.1% | -2.4% |
| YTD | +189.8% | +80.1% | +109.7% | +24.8% |
| 1Y | +317.7% | +220.4% | +97.4% | -19.5% |
| 3Y | +478.6% | +650.1% | -171.4% | -63.1% |
| 5Y | +169.5% | +628.9% | -459.4% | -82.6% |
| All | +4,921.3% | +1,313.0% | +3,608.3% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling