+484.2%
SOXL vs TYL
-10.9%
+495.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +4.8% |
| 7D | +16.4% | -7.6% | +24.0% | +15.9% |
| 30D | -12.1% | +11.3% | -23.4% | -12.0% |
| 3M | -41.7% | +14.5% | -56.2% | -42.5% |
| 6M | +157.4% | -7.1% | +164.5% | +175.0% |
| YTD | +193.3% | -23.4% | +216.7% | +260.0% |
| 1Y | +355.3% | -38.6% | +393.9% | +598.4% |
| 3Y | +484.2% | -11.3% | +495.5% | +487.1% |
| All | +484.2% | -10.9% | +495.0% | +487.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling