-99.8%
SOXS vs TD
+64.8%
-164.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -1.4% | -8.8% | -14.0% |
| 7D | -7.0% | +0.3% | -7.3% | -6.5% |
| 30D | +2.8% | +0.4% | +2.4% | +5.0% |
| 3M | -9.8% | +7.6% | -17.5% | +19.5% |
| 6M | -99.2% | +25.0% | -124.2% | -97.7% |
| YTD | -99.5% | +31.0% | -130.5% | -98.4% |
| 1Y | -99.8% | +65.2% | -165.0% | -99.0% |
| All | -99.8% | +64.8% | -164.6% | -99.0% |
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