+632.1%
SOXL vs TSLL
-54.1%
+686.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +18.4% | +5.1% | +13.2% | +13.5% |
| 30D | -3.2% | +20.0% | -23.2% | -14.6% |
| 3M | -37.6% | -23.8% | -13.8% | -29.4% |
| 6M | +136.1% | -30.3% | +166.4% | +186.7% |
| YTD | +199.5% | -47.7% | +247.1% | +313.8% |
| 1Y | +363.2% | -21.2% | +384.4% | +413.2% |
| 3Y | +496.5% | -26.9% | +523.3% | +374.4% |
| All | +632.1% | -54.1% | +686.3% | +751.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling