+3,147.1%
SOXX vs TCOM
+2,557.8%
+589.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | +1.4% | -4.9% | +6.3% | +2.5% |
| 30D | -3.6% | -14.4% | +10.8% | -0.3% |
| 3M | -10.2% | -17.7% | +7.5% | -6.9% |
| 6M | +54.2% | -25.1% | +79.3% | +63.3% |
| YTD | +75.2% | -45.7% | +120.9% | +98.4% |
| 1Y | +107.5% | -47.9% | +155.4% | +136.9% |
| 3Y | +226.8% | +8.9% | +217.8% | +206.0% |
| 5Y | +251.2% | +26.9% | +224.4% | +199.7% |
| 10Y | +1,567.6% | -11.2% | +1,578.8% | +1,361.9% |
| All | +3,147.1% | +2,557.8% | +589.2% | +1,347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling