+162.3%
SOXL vs TSEM
+617.3%
-455.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +3.2% |
| 7D | +3.9% | -4.9% | +8.7% | +10.5% |
| 30D | -14.3% | -18.7% | +4.4% | +10.6% |
| 3M | -45.6% | -18.1% | -27.5% | -25.9% |
| 6M | +117.2% | +77.1% | +40.1% | +11.4% |
| YTD | +189.8% | +80.1% | +109.7% | +43.8% |
| 1Y | +317.7% | +220.4% | +97.4% | +0.7% |
| 3Y | +478.6% | +650.1% | -171.4% | -44.7% |
| All | +162.3% | +617.3% | -455.0% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling