+317.7%
SOXL vs TXG
+453.6%
-135.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +3.2% |
| 7D | +3.9% | +9.5% | -5.6% | -1.6% |
| 30D | -14.3% | +18.8% | -33.1% | -23.0% |
| 3M | -45.6% | +136.1% | -181.7% | -67.3% |
| 6M | +117.2% | +235.2% | -118.1% | +11.6% |
| YTD | +189.8% | +320.5% | -130.7% | +31.7% |
| 1Y | +317.7% | +425.2% | -107.4% | +69.4% |
| All | +317.7% | +453.6% | -135.8% | +69.4% |
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