+9,612.4%
SOXL vs TT
+2,464.6%
+7,147.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.4% | -9.6% | -8.3% |
| 7D | +26.9% | +4.0% | +22.8% | +19.7% |
| 30D | -47.2% | -11.3% | -35.9% | -27.2% |
| 3M | -59.9% | -12.3% | -47.6% | -42.2% |
| 6M | -68.3% | -10.8% | -57.5% | -51.1% |
| YTD | +38.8% | +8.2% | +30.7% | +57.0% |
| 1Y | +48.8% | +1.5% | +47.3% | +91.6% |
| 3Y | +196.5% | +91.5% | +105.0% | +52.4% |
| 5Y | -5.0% | +130.2% | -135.3% | -57.9% |
| 10Y | +1,914.5% | +727.9% | +1,186.6% | +40.7% |
| All | +9,612.4% | +2,464.6% | +7,147.8% | +21.4% |
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