+19,418.6%
SOXL vs TT
+2,648.2%
+16,770.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.0% | +8.3% |
| 7D | +5.3% | 0.0% | +5.3% | +5.5% |
| 30D | -11.2% | -7.2% | -4.0% | +2.5% |
| 3M | -55.4% | -3.0% | -52.4% | -48.3% |
| 6M | +107.1% | +1.4% | +105.8% | +136.4% |
| YTD | +179.0% | +15.9% | +163.1% | +147.5% |
| 1Y | +357.4% | +9.4% | +347.9% | +359.3% |
| 3Y | +397.5% | +124.4% | +273.1% | +67.3% |
| 5Y | +155.9% | +138.0% | +17.9% | -5.6% |
| 10Y | +4,301.6% | +886.4% | +3,415.2% | +101.1% |
| All | +19,418.6% | +2,648.2% | +16,770.4% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling