+184.8%
SOXL vs TT
+143.3%
+41.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +3.0% |
| 7D | +18.4% | +1.4% | +16.9% | +14.7% |
| 30D | -3.2% | -6.7% | +3.5% | +13.2% |
| 3M | -37.6% | -5.4% | -32.2% | -22.6% |
| 6M | +136.1% | +4.4% | +131.7% | +153.7% |
| YTD | +199.5% | +14.9% | +184.5% | +160.2% |
| 1Y | +363.2% | +9.3% | +354.0% | +356.5% |
| 3Y | +496.5% | +121.7% | +374.7% | +59.8% |
| 5Y | +184.8% | +148.2% | +36.7% | -45.1% |
| All | +184.8% | +143.3% | +41.6% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling