+112.1%
SOXL vs TW
-18.7%
+130.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.6% | -8.8% |
| 7D | +8.5% | -2.7% | +11.2% | +3.4% |
| 30D | -13.0% | -1.7% | -11.2% | -15.6% |
| 3M | -35.9% | +1.6% | -37.5% | -31.2% |
| 6M | +112.1% | -17.7% | +129.7% | +132.2% |
| All | +112.1% | -18.7% | +130.8% | +132.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling