+2,550.6%
SOXX vs TDY
+4,215.9%
-1,665.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | -3.6% | -12.0% | +8.5% | +2.8% |
| 3M | -10.2% | -3.2% | -7.0% | -8.4% |
| 6M | +54.2% | -7.9% | +62.1% | +61.8% |
| YTD | +75.2% | +18.2% | +57.0% | +62.0% |
| 1Y | +107.5% | +6.7% | +100.8% | +101.6% |
| 3Y | +226.8% | +47.5% | +179.2% | +169.7% |
| 5Y | +251.2% | +39.5% | +211.7% | +199.9% |
| 10Y | +1,567.6% | +477.2% | +1,090.5% | +616.7% |
| All | +2,550.6% | +4,215.9% | -1,665.3% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling