+156.4%
SOXL vs TSLL
-21.0%
+177.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +8.6% | +3.8% | +7.9% |
| 7D | -40.3% | -21.2% | -19.1% | -29.3% |
| 30D | -71.1% | -13.3% | -57.8% | -66.8% |
| 3M | -65.2% | +15.4% | -80.6% | -66.4% |
| 6M | -72.3% | -34.2% | -38.0% | -62.7% |
| YTD | +9.4% | -52.9% | +62.3% | +69.2% |
| 1Y | +7.0% | -54.3% | +61.3% | +66.4% |
| 3Y | +156.4% | -18.4% | +174.8% | +163.6% |
| All | +156.4% | -21.0% | +177.4% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling