-99.3%
SOXS vs TD
+28.4%
-127.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -5.7% |
| 7D | -16.6% | -1.9% | -14.7% | -22.4% |
| 30D | -4.4% | -1.6% | -2.8% | -9.0% |
| 3M | -26.2% | +4.6% | -30.8% | -4.9% |
| 6M | -99.3% | +26.8% | -126.1% | -96.8% |
| All | -99.3% | +28.4% | -127.7% | -96.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling