+227.1%
SOXL vs TSLL
-54.2%
+281.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +10.9% | +11.3% | +16.3% |
| 7D | -17.6% | -14.3% | -3.2% | -5.7% |
| 30D | -59.8% | -6.2% | -53.6% | -55.5% |
| 3M | -59.9% | +21.2% | -81.1% | -62.1% |
| 6M | -68.2% | -36.6% | -31.6% | -56.2% |
| YTD | +33.8% | -47.8% | +81.6% | +99.2% |
| 1Y | +34.7% | -45.2% | +80.0% | +94.5% |
| 3Y | +211.0% | -3.3% | +214.3% | +131.4% |
| All | +227.1% | -54.2% | +281.3% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling