+902.0%
SOXL vs TXG
+27.0%
+875.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.3% | +1.9% | +2.8% |
| 7D | +3.9% | +9.5% | -5.6% | -2.7% |
| 30D | -14.3% | +18.8% | -33.1% | -25.0% |
| 3M | -45.6% | +136.1% | -181.7% | -71.3% |
| 6M | +117.2% | +235.2% | -118.1% | -12.1% |
| YTD | +189.8% | +320.5% | -130.7% | -3.6% |
| 1Y | +317.7% | +425.2% | -107.4% | +12.5% |
| 3Y | +478.6% | +42.9% | +435.7% | +256.9% |
| 5Y | +169.5% | -62.8% | +232.3% | +316.0% |
| All | +902.0% | +27.0% | +875.0% | +726.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling