-4.8%
SOXL vs TXT
+8.5%
-13.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.8% | -10.2% | -9.5% |
| 7D | +26.9% | +0.1% | +26.7% | +27.0% |
| 30D | -47.2% | +13.3% | -60.6% | -60.9% |
| 3M | -59.9% | -5.0% | -54.9% | -58.1% |
| 6M | -68.3% | -8.4% | -59.9% | -64.0% |
| YTD | +38.8% | -4.0% | +42.8% | +37.3% |
| 1Y | +48.8% | +2.8% | +46.0% | +26.6% |
| 3Y | +196.5% | +10.3% | +186.2% | +117.4% |
| All | -4.8% | +8.5% | -13.4% | -14.2% |
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