+2,180.9%
SOXL vs TYL
+185.3%
+1,995.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.8% | +0.9% | +16.9% | +16.7% |
| 7D | -1.0% | +0.5% | -1.5% | -3.2% |
| 30D | -48.6% | +25.2% | -73.7% | -64.3% |
| 3M | -50.3% | +31.8% | -82.1% | -70.4% |
| 6M | -65.3% | +36.3% | -101.6% | -84.8% |
| YTD | +57.2% | -6.3% | +63.5% | +2.3% |
| 1Y | +58.0% | -9.5% | +67.5% | +7.0% |
| 3Y | +226.2% | +1.6% | +224.6% | +58.3% |
| 5Y | +10.5% | -21.8% | +32.2% | +17.5% |
| 10Y | +2,180.9% | +183.3% | +1,997.6% | +399.0% |
| All | +2,180.9% | +185.3% | +1,995.6% | +399.0% |
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