-100.0%
SOXS vs TSLQ
-97.2%
-2.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.0% |
| 7D | -4.7% | -6.6% | +1.8% | -0.8% |
| 30D | +7.7% | -24.3% | +32.0% | +22.8% |
| 3M | -10.2% | -3.6% | -6.5% | -10.8% |
| 6M | -99.2% | -12.0% | -87.2% | -98.8% |
| YTD | -99.5% | +1.4% | -100.9% | -99.4% |
| 1Y | -99.8% | -43.6% | -56.2% | -99.6% |
| 3Y | -100.0% | -95.4% | -4.6% | -99.9% |
| All | -100.0% | -97.2% | -2.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 5y: compounded portfolio wealth divided by compounded TSLQ 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…
5y analysis · Full analysis span regression · 6 months rolling