+357.4%
SOXL vs TTWO
-10.0%
+367.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.8% |
| 7D | +5.3% | -8.8% | +14.1% | +7.0% |
| 30D | -11.2% | -8.6% | -2.6% | -10.1% |
| 3M | -55.4% | -0.9% | -54.5% | -56.4% |
| 6M | +107.1% | -0.5% | +107.6% | +94.6% |
| YTD | +179.0% | -16.1% | +195.2% | +202.1% |
| 1Y | +357.4% | -10.8% | +368.2% | +406.6% |
| All | +357.4% | -10.0% | +367.4% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling