-100.0%
SOXS vs TSN
+310.7%
-410.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.5% | -3.6% |
| 7D | -15.6% | -5.0% | -10.5% | -18.9% |
| 30D | +4.8% | -9.1% | +13.8% | -2.7% |
| 3M | -21.6% | -7.4% | -14.2% | -28.3% |
| 6M | -99.3% | -13.4% | -86.0% | -99.4% |
| YTD | -99.5% | -8.5% | -91.0% | -99.6% |
| 1Y | -99.8% | -3.2% | -96.6% | -99.8% |
| 3Y | -100.0% | +11.5% | -111.5% | -100.0% |
| 5Y | -100.0% | -19.5% | -80.5% | -100.0% |
| 10Y | -100.0% | -9.1% | -90.9% | -100.0% |
| All | -100.0% | +310.7% | -410.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling