-91.6%
SOXS vs TDG
-5.9%
-85.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.0% | +9.2% |
| 7D | +46.7% | +7.1% | +39.6% | +53.0% |
| 30D | +97.0% | +11.4% | +85.6% | +112.0% |
| 3M | +39.5% | -4.6% | +44.1% | +34.6% |
| 6M | -54.9% | +5.8% | -60.8% | -50.9% |
| YTD | -90.4% | -8.5% | -81.9% | -90.1% |
| 1Y | -91.6% | -5.8% | -85.8% | -91.7% |
| All | -91.6% | -5.9% | -85.8% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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