+478.6%
SOXL vs TTMI
+876.4%
-397.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.9% | +1.1% |
| 7D | +3.9% | +0.7% | +3.2% | +3.0% |
| 30D | -14.3% | -8.4% | -5.9% | -4.6% |
| 3M | -45.6% | -32.5% | -13.2% | -3.9% |
| 6M | +117.2% | +32.5% | +84.7% | +92.9% |
| YTD | +189.8% | +83.2% | +106.6% | +64.0% |
| 1Y | +317.7% | +161.7% | +156.1% | +46.8% |
| 3Y | +478.6% | +890.1% | -411.5% | -57.1% |
| All | +478.6% | +876.4% | -397.7% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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