+357.4%
SOXL vs TSM
+87.4%
+269.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.9% | +7.0% | +2.4% |
| 7D | +5.3% | +2.7% | +2.6% | -1.5% |
| 30D | -11.2% | +3.6% | -14.8% | -17.2% |
| 3M | -55.4% | -3.4% | -52.0% | -38.4% |
| 6M | +107.1% | +20.6% | +86.5% | +80.4% |
| YTD | +179.0% | +41.9% | +137.2% | +72.0% |
| 1Y | +357.4% | +84.4% | +273.0% | +131.5% |
| All | +357.4% | +87.4% | +269.9% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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