+1,537.1%
SOXX vs TFC
+98.7%
+1,438.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -2.4% | +3.8% | +2.4% |
| 30D | -3.6% | -3.4% | -0.2% | -2.3% |
| 3M | -10.2% | +0.4% | -10.6% | -11.0% |
| 6M | +54.2% | +12.7% | +41.6% | +45.1% |
| YTD | +75.2% | +5.6% | +69.6% | +69.2% |
| 1Y | +107.5% | +16.0% | +91.5% | +91.7% |
| 3Y | +226.8% | +94.0% | +132.8% | +139.5% |
| 5Y | +251.2% | +16.2% | +235.1% | +214.0% |
| All | +1,537.1% | +98.7% | +1,438.4% | +1,034.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling