+478.6%
SOXL vs TW
+19.1%
+459.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.3% |
| 7D | +3.9% | -4.5% | +8.4% | +4.1% |
| 30D | -14.3% | -2.3% | -12.0% | -14.3% |
| 3M | -45.6% | +2.6% | -48.2% | -47.2% |
| 6M | +117.2% | -17.5% | +134.7% | +131.9% |
| YTD | +189.8% | -5.3% | +195.2% | +178.1% |
| 1Y | +317.7% | -14.8% | +332.5% | +332.2% |
| 3Y | +478.6% | +18.8% | +459.8% | +387.4% |
| All | +478.6% | +19.1% | +459.6% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling