+357.4%
SOXL vs TXG
+372.5%
-15.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.8% | +10.4% |
| 7D | +5.3% | +1.8% | +3.5% | +4.2% |
| 30D | -11.2% | +32.0% | -43.2% | -26.8% |
| 3M | -55.4% | +87.0% | -142.4% | -68.8% |
| 6M | +107.1% | +180.1% | -72.9% | +19.1% |
| YTD | +179.0% | +284.1% | -105.1% | +37.6% |
| 1Y | +357.4% | +361.7% | -4.3% | +104.3% |
| All | +357.4% | +372.5% | -15.1% | +104.3% |
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