-91.6%
SOXS vs TCOM
-39.6%
-52.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.2% | +5.6% | +8.7% |
| 7D | +46.7% | +10.7% | +36.0% | +46.7% |
| 30D | +97.0% | +10.1% | +86.9% | +97.0% |
| 3M | +39.5% | -8.9% | +48.4% | +34.1% |
| 6M | -54.9% | -19.2% | -35.8% | -61.9% |
| YTD | -90.4% | -40.6% | -49.7% | -92.1% |
| 1Y | -91.6% | -39.0% | -52.6% | -92.8% |
| All | -91.6% | -39.6% | -52.0% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling