+10,813.1%
SOXL vs TT
+2,501.8%
+8,311.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.4% |
| 7D | +60.3% | +8.1% | +52.3% | +40.9% |
| 30D | -48.6% | -11.3% | -37.3% | -29.2% |
| 3M | -53.9% | -11.2% | -42.7% | -35.4% |
| 6M | -62.0% | -8.9% | -53.1% | -43.8% |
| YTD | +56.0% | +9.7% | +46.3% | +71.2% |
| 1Y | +50.0% | +1.3% | +48.8% | +93.7% |
| 3Y | +223.8% | +93.4% | +130.4% | +62.8% |
| 5Y | +6.7% | +133.5% | -126.9% | -54.1% |
| 10Y | +2,163.6% | +739.9% | +1,423.7% | +53.4% |
| All | +10,813.1% | +2,501.8% | +8,311.3% | +32.4% |
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