-100.0%
SOXS vs TSN
-4.9%
-95.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -4.9% |
| 7D | -4.7% | +3.0% | -7.8% | -2.8% |
| 30D | +7.7% | -4.2% | +11.9% | +4.6% |
| 3M | -10.2% | -3.9% | -6.3% | -14.5% |
| 6M | -99.2% | -9.8% | -89.4% | -99.3% |
| YTD | -99.5% | -7.3% | -92.3% | -99.6% |
| 1Y | -99.8% | -2.2% | -97.6% | -99.8% |
| 3Y | -100.0% | +11.9% | -111.9% | -100.0% |
| 5Y | -100.0% | -16.9% | -83.1% | -100.0% |
| All | -100.0% | -4.9% | -95.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling