+162.3%
SOXL vs TW
+19.5%
+142.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +6.0% |
| 7D | +3.9% | -4.5% | +8.4% | +7.5% |
| 30D | -14.3% | -2.3% | -12.0% | -13.1% |
| 3M | -45.6% | +2.6% | -48.2% | -51.2% |
| 6M | +117.2% | -17.5% | +134.7% | +134.3% |
| YTD | +189.8% | -5.3% | +195.2% | +156.1% |
| 1Y | +317.7% | -14.8% | +332.5% | +312.5% |
| 3Y | +478.6% | +18.8% | +459.8% | +206.9% |
| All | +162.3% | +19.5% | +142.8% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling