-91.6%
SOXS vs TD
+61.0%
-152.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.8% | +6.0% | +15.6% |
| 7D | +46.7% | +1.4% | +45.3% | +51.5% |
| 30D | +97.0% | +10.2% | +86.7% | +149.8% |
| 3M | +39.5% | +8.1% | +31.4% | +70.5% |
| 6M | -54.9% | +22.3% | -77.2% | -15.8% |
| YTD | -90.4% | +39.0% | -129.4% | -72.0% |
| 1Y | -91.6% | +62.6% | -154.3% | -61.4% |
| All | -91.6% | +61.0% | -152.7% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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