+20,848.2%
SOXL vs TSEM
+749.3%
+20,098.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.6% |
| 7D | +18.4% | +4.7% | +13.6% | +13.0% |
| 30D | -3.2% | -14.2% | +11.1% | +13.5% |
| 3M | -37.6% | -5.0% | -32.5% | -28.3% |
| 6M | +136.1% | +87.6% | +48.5% | +36.4% |
| YTD | +199.5% | +84.4% | +115.0% | +76.7% |
| 1Y | +363.2% | +235.4% | +127.8% | +55.6% |
| 3Y | +496.5% | +668.0% | -171.5% | +6.0% |
| 5Y | +184.8% | +644.7% | -459.9% | -43.9% |
| 10Y | +5,399.0% | +1,326.7% | +4,072.3% | +900.8% |
| All | +20,848.2% | +749.3% | +20,098.9% | +6,285.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling