+4,921.3%
SOXL vs TSN
-4.9%
+4,926.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +4.6% |
| 7D | +3.9% | +3.0% | +0.8% | +1.9% |
| 30D | -14.3% | -4.2% | -10.1% | -12.4% |
| 3M | -45.6% | -3.9% | -41.7% | -46.4% |
| 6M | +117.2% | -9.8% | +127.0% | +115.6% |
| YTD | +189.8% | -7.3% | +197.1% | +179.5% |
| 1Y | +317.7% | -2.2% | +319.9% | +281.1% |
| 3Y | +478.6% | +11.9% | +466.7% | +324.6% |
| 5Y | +169.5% | -16.9% | +186.4% | +171.4% |
| All | +4,921.3% | -4.9% | +4,926.2% | +4,257.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling