+55.9%
SOXL vs TXG
+406.9%
-351.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.4% | -12.2% | -11.0% |
| 7D | -37.9% | -19.3% | -18.6% | -27.6% |
| 30D | -59.4% | -30.9% | -28.5% | -48.9% |
| 3M | -52.3% | +41.1% | -93.4% | -62.2% |
| 6M | -47.7% | +211.9% | -259.6% | -71.2% |
| YTD | +58.8% | +314.0% | -255.2% | -22.5% |
| 1Y | +55.9% | +405.4% | -349.5% | -28.2% |
| All | +55.9% | +406.9% | -351.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling