+449.8%
SOXL vs TSM
+395.7%
+54.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.7% | -6.3% | -4.2% |
| 7D | +8.5% | +2.6% | +5.8% | +2.7% |
| 30D | -13.0% | +1.4% | -14.4% | -13.8% |
| 3M | -35.9% | +5.0% | -40.9% | -30.1% |
| 6M | +112.1% | +24.0% | +88.1% | +77.0% |
| YTD | +175.4% | +41.6% | +133.8% | +80.4% |
| 1Y | +304.9% | +66.2% | +238.7% | +103.1% |
| All | +449.8% | +395.7% | +54.2% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling