+162.3%
SOXL vs TXT
+14.1%
+148.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +0.5% |
| 7D | +3.9% | +2.5% | +1.4% | -0.9% |
| 30D | -14.3% | -8.9% | -5.5% | +2.9% |
| 3M | -45.6% | -13.6% | -32.1% | -27.8% |
| 6M | +117.2% | -13.1% | +130.3% | +195.5% |
| YTD | +189.8% | -7.0% | +196.9% | +224.1% |
| 1Y | +317.7% | -1.4% | +319.1% | +311.2% |
| 3Y | +478.6% | +7.0% | +471.7% | +377.4% |
| All | +162.3% | +14.1% | +148.2% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling