+2,550.6%
SOXX vs TD
+2,338.7%
+211.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | -3.6% | -1.9% | -1.7% | -2.4% |
| 3M | -10.2% | +4.8% | -14.9% | -13.0% |
| 6M | +54.2% | +28.0% | +26.3% | +30.9% |
| YTD | +75.2% | +30.3% | +44.9% | +46.8% |
| 1Y | +107.5% | +59.8% | +47.7% | +51.6% |
| 3Y | +226.8% | +124.7% | +102.1% | +87.6% |
| 5Y | +251.2% | +127.0% | +124.3% | +100.1% |
| 10Y | +1,567.6% | +303.2% | +1,264.5% | +534.6% |
| All | +2,550.6% | +2,338.7% | +211.9% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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