+182.7%
SOXL vs TYL
-28.2%
+210.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.5% | +9.6% | +9.3% |
| 7D | +16.4% | -7.6% | +24.0% | +24.3% |
| 30D | -12.1% | +11.3% | -23.4% | -23.6% |
| 3M | -41.7% | +14.5% | -56.2% | -57.6% |
| 6M | +157.4% | -7.1% | +164.5% | +120.3% |
| YTD | +193.3% | -23.4% | +216.7% | +205.6% |
| 1Y | +355.3% | -38.6% | +393.9% | +559.9% |
| 3Y | +484.2% | -11.3% | +495.5% | +277.5% |
| 5Y | +182.7% | -28.0% | +210.6% | +279.5% |
| All | +182.7% | -28.2% | +210.8% | +279.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling