+357.4%
SOXL vs TW
-15.9%
+373.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.8% | +9.1% | +10.8% |
| 7D | +5.3% | -2.3% | +7.7% | +2.4% |
| 30D | -11.2% | +3.9% | -15.1% | -7.2% |
| 3M | -55.4% | +5.7% | -61.1% | -50.3% |
| 6M | +107.1% | -14.5% | +121.7% | +119.7% |
| YTD | +179.0% | -0.9% | +179.9% | +202.9% |
| 1Y | +357.4% | -13.5% | +370.9% | +321.7% |
| All | +357.4% | -15.9% | +373.3% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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