+617.0%
SOXL vs TSLL
-54.0%
+671.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +7.9% | -2.8% | +1.0% |
| 7D | +16.4% | +5.8% | +10.6% | +11.3% |
| 30D | -12.1% | +21.7% | -33.8% | -23.1% |
| 3M | -41.7% | -28.2% | -13.5% | -32.0% |
| 6M | +157.4% | -29.5% | +186.9% | +210.9% |
| YTD | +193.3% | -47.5% | +240.8% | +304.8% |
| 1Y | +355.3% | -20.8% | +376.1% | +403.2% |
| 3Y | +484.2% | -26.7% | +510.9% | +364.1% |
| All | +617.0% | -54.0% | +671.0% | +733.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling