+55.9%
SOXL vs TSLL
-48.4%
+104.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.3% | -2.5% | -3.9% |
| 7D | -37.9% | -9.4% | -28.5% | -32.8% |
| 30D | -59.4% | +1.6% | -61.0% | -59.1% |
| 3M | -52.3% | +29.4% | -81.7% | -62.1% |
| 6M | -47.7% | -20.1% | -27.5% | -34.8% |
| YTD | +58.8% | -44.5% | +103.3% | +133.8% |
| 1Y | +55.9% | -46.0% | +101.9% | +128.6% |
| All | +55.9% | -48.4% | +104.3% | +128.6% |
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