-87.2%
SOXS vs TJX
-1.0%
-86.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -4.3% | +43.5% | +41.8% |
| 7D | +94.9% | -2.0% | +96.8% | +94.1% |
| 30D | +174.1% | +1.1% | +173.0% | +171.0% |
| 3M | +82.4% | -13.1% | +95.5% | +108.8% |
| 6M | -27.7% | -10.0% | -17.7% | -16.1% |
| YTD | -86.6% | -8.9% | -77.7% | -85.5% |
| 1Y | -87.2% | -2.4% | -84.8% | -86.8% |
| All | -87.2% | -1.0% | -86.1% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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