+357.4%
SOXL vs TSLQ
-50.5%
+407.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.0% | -2.1% | +18.0% |
| 7D | +5.3% | -5.8% | +11.1% | +0.9% |
| 30D | -11.2% | -22.1% | +10.9% | -25.1% |
| 3M | -55.4% | +10.1% | -65.4% | -39.7% |
| 6M | +107.1% | -6.8% | +113.9% | +180.9% |
| YTD | +179.0% | +8.5% | +170.5% | +318.0% |
| 1Y | +357.4% | -49.7% | +407.1% | +616.9% |
| All | +357.4% | -50.5% | +407.8% | +616.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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