+357.4%
SOXL vs TSLL
-22.3%
+379.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -11.8% | +21.7% | +17.9% |
| 7D | +5.3% | +1.9% | +3.4% | +0.9% |
| 30D | -11.2% | +17.8% | -29.0% | -24.8% |
| 3M | -55.4% | -37.0% | -18.3% | -39.2% |
| 6M | +107.1% | -37.7% | +144.8% | +185.6% |
| YTD | +179.0% | -51.4% | +230.4% | +327.2% |
| 1Y | +357.4% | -23.4% | +380.7% | +639.2% |
| All | +357.4% | -22.3% | +379.7% | +639.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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