+9,259.3%
SOXL vs TYL
+2,100.9%
+7,158.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -0.6% | +22.8% | +22.9% |
| 7D | -17.6% | +3.5% | -21.1% | -23.1% |
| 30D | -59.8% | +26.9% | -86.7% | -73.0% |
| 3M | -59.9% | +33.8% | -93.7% | -76.9% |
| 6M | -68.2% | +28.8% | -97.1% | -85.1% |
| YTD | +33.8% | -7.9% | +41.7% | -14.1% |
| 1Y | +34.7% | -9.8% | +44.5% | -12.5% |
| 3Y | +211.0% | +1.2% | +209.9% | +58.6% |
| 5Y | -8.6% | -22.8% | +14.2% | -4.1% |
| 10Y | +1,924.8% | +168.8% | +1,756.0% | +425.1% |
| All | +9,259.3% | +2,100.9% | +7,158.4% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling