-100.0%
SOXS vs TTMI
+1,206.5%
-1,306.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -6.4% |
| 7D | -16.6% | +7.5% | -24.1% | -8.5% |
| 30D | -4.4% | -4.5% | +0.1% | -4.4% |
| 3M | -26.2% | -28.5% | +2.3% | -28.8% |
| 6M | -99.3% | +28.4% | -127.6% | -97.1% |
| YTD | -99.5% | +80.1% | -179.6% | -97.1% |
| 1Y | -99.8% | +161.0% | -260.8% | -97.6% |
| 3Y | -100.0% | +862.4% | -962.4% | -98.6% |
| 5Y | -100.0% | +812.9% | -912.9% | -99.6% |
| 10Y | -100.0% | +1,094.7% | -1,194.7% | -100.0% |
| All | -100.0% | +1,206.5% | -1,306.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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