-100.0%
SOXS vs TDG
+52.1%
-152.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.2% | -6.8% | -3.9% |
| 7D | -4.7% | -1.9% | -2.9% | -7.3% |
| 30D | +7.7% | -7.7% | +15.4% | -4.0% |
| 3M | -10.2% | -9.3% | -0.8% | -22.8% |
| 6M | -99.2% | -9.4% | -89.8% | -99.1% |
| YTD | -99.5% | -14.3% | -85.3% | -99.5% |
| 1Y | -99.8% | -11.8% | -87.9% | -99.7% |
| 3Y | -100.0% | +52.0% | -152.0% | -99.9% |
| All | -100.0% | +52.1% | -152.1% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling