-100.0%
SOXS vs TCOM
+102.0%
-202.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -4.2% |
| 7D | -16.6% | -10.2% | -6.4% | -22.9% |
| 30D | -4.4% | -16.8% | +12.5% | -16.6% |
| 3M | -26.2% | -16.7% | -9.5% | -37.1% |
| 6M | -99.3% | -27.1% | -72.2% | -99.3% |
| YTD | -99.5% | -45.5% | -54.0% | -99.6% |
| 1Y | -99.8% | -45.9% | -53.9% | -99.8% |
| 3Y | -100.0% | +9.8% | -109.7% | -100.0% |
| 5Y | -100.0% | +23.8% | -123.8% | -100.0% |
| 10Y | -100.0% | -10.8% | -89.2% | -100.0% |
| All | -100.0% | +102.0% | -202.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling