+317.7%
SOXL vs TSLQ
-49.6%
+367.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +4.5% |
| 7D | +3.9% | -6.6% | +10.5% | -0.3% |
| 30D | -14.3% | -24.3% | +10.0% | -28.9% |
| 3M | -45.6% | -3.6% | -42.0% | -36.6% |
| 6M | +117.2% | -12.0% | +129.1% | +184.4% |
| YTD | +189.8% | +1.4% | +188.5% | +320.4% |
| 1Y | +317.7% | -43.6% | +361.3% | +468.8% |
| All | +317.7% | -49.6% | +367.4% | +468.8% |
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