-100.0%
SOXS vs TPG
+74.1%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.2% | -3.2% |
| 7D | -4.7% | -9.4% | +4.7% | -17.3% |
| 30D | +7.7% | -5.3% | +13.0% | -0.6% |
| 3M | -10.2% | +12.9% | -23.1% | +11.4% |
| 6M | -99.2% | +20.1% | -119.3% | -98.9% |
| YTD | -99.5% | -22.5% | -77.0% | -99.6% |
| 1Y | -99.8% | -19.7% | -80.1% | -99.8% |
| 3Y | -100.0% | +81.2% | -181.2% | -99.9% |
| All | -100.0% | +74.1% | -174.1% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 all: compounded portfolio wealth divided by compounded TPG 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…
all analysis · Full analysis span regression · 6 months rolling