+117.2%
SOXL vs TTWO
+3.0%
+114.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +4.9% |
| 7D | +3.9% | +0.4% | +3.5% | +4.3% |
| 30D | -14.3% | -11.3% | -3.0% | -18.4% |
| 3M | -45.6% | +1.6% | -47.2% | -43.6% |
| 6M | +117.2% | +2.1% | +115.1% | +113.2% |
| All | +117.2% | +3.0% | +114.2% | +113.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling