+582.2%
SOXL vs TSLL
-57.4%
+639.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -11.8% | +21.7% | +16.0% |
| 7D | +5.3% | +1.9% | +3.4% | +2.3% |
| 30D | -11.2% | +17.8% | -29.0% | -20.9% |
| 3M | -55.4% | -37.0% | -18.3% | -43.0% |
| 6M | +107.1% | -37.7% | +144.8% | +167.0% |
| YTD | +179.0% | -51.4% | +230.4% | +300.6% |
| 1Y | +357.4% | -23.4% | +380.7% | +414.5% |
| 3Y | +397.5% | -30.8% | +428.2% | +305.9% |
| All | +582.2% | -57.4% | +639.6% | +724.9% |
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 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