+1,948.9%
SOXL vs TYL
+183.6%
+1,765.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.1% | -11.1% | -11.1% |
| 7D | +26.9% | +0.8% | +26.0% | +25.7% |
| 30D | -47.2% | +21.1% | -68.4% | -61.7% |
| 3M | -59.9% | +28.9% | -88.8% | -75.3% |
| 6M | -68.3% | +42.0% | -110.3% | -87.0% |
| YTD | +38.8% | -6.6% | +45.4% | -9.3% |
| 1Y | +48.8% | -9.1% | +57.9% | -0.2% |
| 3Y | +196.5% | +1.8% | +194.7% | +42.8% |
| 5Y | -5.0% | -22.9% | +17.9% | +3.5% |
| All | +1,948.9% | +183.6% | +1,765.3% | +332.2% |
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