+1,133.1%
SOXL vs TW
+211.2%
+921.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +18.4% | -0.5% | +18.9% | +18.7% |
| 30D | -3.2% | -0.6% | -2.6% | -3.2% |
| 3M | -37.6% | +3.4% | -41.0% | -45.3% |
| 6M | +136.1% | -18.4% | +154.5% | +155.6% |
| YTD | +199.5% | -3.9% | +203.4% | +159.7% |
| 1Y | +363.2% | -13.3% | +376.6% | +343.4% |
| 3Y | +496.5% | +20.8% | +475.6% | +254.1% |
| 5Y | +184.8% | +20.3% | +164.5% | +82.6% |
| All | +1,133.1% | +211.2% | +921.9% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling