+355.3%
SOXL vs TSLL
-24.5%
+379.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.9% | -2.8% | -0.2% |
| 7D | +16.4% | +5.8% | +10.6% | +9.3% |
| 30D | -12.1% | +21.7% | -33.8% | -27.2% |
| 3M | -41.7% | -28.2% | -13.5% | -29.2% |
| 6M | +157.4% | -29.5% | +186.9% | +228.0% |
| YTD | +193.3% | -47.5% | +240.8% | +327.2% |
| 1Y | +355.3% | -20.8% | +376.1% | +566.2% |
| All | +355.3% | -24.5% | +379.9% | +566.2% |
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