+360.5%
SOXX vs TDY
+22.9%
+337.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.6% | +1.3% |
| 7D | +158.9% | -5.0% | +163.9% | +172.3% |
| 30D | +129.2% | +2.0% | +127.2% | +126.5% |
| 3M | +149.7% | -7.7% | +157.4% | +169.3% |
| 6M | +193.4% | -0.9% | +194.3% | +198.2% |
| YTD | +351.0% | +23.7% | +327.3% | +300.8% |
| 1Y | +360.5% | +23.6% | +336.9% | +310.2% |
| All | +360.5% | +22.9% | +337.6% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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