+1,093.5%
SOXL vs TW
+206.7%
+886.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +6.2% |
| 7D | +3.9% | -4.5% | +8.4% | +8.2% |
| 30D | -14.3% | -2.3% | -12.0% | -12.9% |
| 3M | -45.6% | +2.6% | -48.2% | -51.7% |
| 6M | +117.2% | -17.5% | +134.7% | +131.5% |
| YTD | +189.8% | -5.3% | +195.2% | +154.8% |
| 1Y | +317.7% | -14.8% | +332.5% | +306.7% |
| 3Y | +478.6% | +18.8% | +459.8% | +249.3% |
| 5Y | +169.5% | +20.7% | +148.8% | +71.7% |
| All | +1,093.5% | +206.7% | +886.7% | +323.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling