+5,399.0%
SOXL vs TYL
+102.8%
+5,296.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +4.0% |
| 7D | +18.4% | -8.6% | +26.9% | +30.9% |
| 30D | -3.2% | +7.5% | -10.7% | -15.8% |
| 3M | -37.6% | +10.9% | -48.5% | -57.0% |
| 6M | +136.1% | -6.7% | +142.8% | +83.4% |
| YTD | +199.5% | -24.5% | +224.0% | +189.1% |
| 1Y | +363.2% | -38.6% | +401.9% | +506.3% |
| 3Y | +496.5% | -12.6% | +509.1% | +278.8% |
| 5Y | +184.8% | -28.2% | +213.1% | +257.5% |
| 10Y | +5,399.0% | +104.0% | +5,295.0% | +1,956.1% |
| All | +5,399.0% | +102.8% | +5,296.2% | +1,956.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling