+317.7%
SOXL vs TSM
+68.2%
+249.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +2.0% |
| 7D | +3.9% | +1.0% | +2.9% | +1.4% |
| 30D | -14.3% | +1.0% | -15.3% | -14.5% |
| 3M | -45.6% | +2.9% | -48.5% | -38.9% |
| 6M | +117.2% | +22.8% | +94.4% | +78.2% |
| YTD | +189.8% | +43.3% | +146.5% | +70.4% |
| 1Y | +317.7% | +69.2% | +248.6% | +98.4% |
| All | +317.7% | +68.2% | +249.5% | +98.4% |
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