+196.5%
SOXL vs TXT
+10.4%
+186.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.8% | -10.2% | -9.8% |
| 7D | +26.9% | +0.1% | +26.7% | +27.0% |
| 30D | -47.2% | +13.3% | -60.6% | -58.2% |
| 3M | -59.9% | -5.0% | -54.9% | -57.5% |
| 6M | -68.3% | -8.4% | -59.9% | -63.8% |
| YTD | +38.8% | -4.0% | +42.8% | +41.8% |
| 1Y | +48.8% | +2.8% | +46.0% | +33.4% |
| 3Y | +196.5% | +10.3% | +186.2% | +141.1% |
| All | +196.5% | +10.4% | +186.1% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling