-100.0%
SOXS vs TJX
+42.7%
-142.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.8% |
| 7D | -4.7% | -4.6% | -0.2% | -8.3% |
| 30D | +7.7% | -17.2% | +24.9% | -7.6% |
| 3M | -10.2% | -24.9% | +14.8% | -33.7% |
| 6M | -99.2% | -19.7% | -79.5% | -99.3% |
| YTD | -99.5% | -17.2% | -82.3% | -99.6% |
| 1Y | -99.8% | -9.4% | -90.3% | -99.7% |
| 3Y | -100.0% | +43.1% | -143.1% | -99.9% |
| All | -100.0% | +42.7% | -142.7% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling