+449.8%
SOXL vs TT
+118.5%
+331.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.1% | -5.9% |
| 7D | +8.5% | -1.0% | +9.4% | +11.1% |
| 30D | -13.0% | -8.9% | -4.1% | +7.6% |
| 3M | -35.9% | -1.8% | -34.1% | -26.5% |
| 6M | +112.1% | +1.9% | +110.2% | +141.7% |
| YTD | +175.4% | +13.8% | +161.6% | +149.8% |
| 1Y | +304.9% | +6.1% | +298.7% | +331.9% |
| All | +449.8% | +118.5% | +331.3% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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