+20,848.2%
SOXL vs TTMI
+1,206.5%
+19,641.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.1% | +6.5% |
| 7D | +18.4% | +7.5% | +10.9% | +9.1% |
| 30D | -3.2% | -4.5% | +1.3% | +1.9% |
| 3M | -37.6% | -28.5% | -9.1% | +0.9% |
| 6M | +136.1% | +28.4% | +107.7% | +114.7% |
| YTD | +199.5% | +80.1% | +119.4% | +78.4% |
| 1Y | +363.2% | +161.0% | +202.2% | +83.5% |
| 3Y | +496.5% | +862.4% | -366.0% | -36.1% |
| 5Y | +184.8% | +812.9% | -628.1% | -63.2% |
| 10Y | +5,399.0% | +1,094.7% | +4,304.3% | +600.8% |
| All | +20,848.2% | +1,206.5% | +19,641.6% | +2,059.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling