+107.5%
SOXX vs TCOM
-46.9%
+154.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | +1.4% | -4.9% | +6.3% | +1.9% |
| 30D | -3.6% | -14.4% | +10.8% | -2.1% |
| 3M | -10.2% | -17.7% | +7.5% | -7.8% |
| 6M | +54.2% | -25.1% | +79.3% | +62.5% |
| YTD | +75.2% | -45.7% | +120.9% | +93.3% |
| 1Y | +107.5% | -47.9% | +155.4% | +128.1% |
| All | +107.5% | -46.9% | +154.4% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling