-100.0%
SOXS vs TSLQ
-97.2%
-2.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +6.7% |
| 7D | -9.4% | +5.7% | -15.1% | -13.7% |
| 30D | +6.2% | -21.1% | +27.2% | +17.7% |
| 3M | -28.0% | -11.5% | -16.5% | -23.9% |
| 6M | -99.2% | -14.9% | -84.3% | -98.8% |
| YTD | -99.5% | +2.4% | -101.9% | -99.3% |
| 1Y | -99.7% | -49.8% | -50.0% | -99.5% |
| 3Y | -100.0% | -95.8% | -4.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling