+52.5%
SOXX vs TLN
-17.6%
+70.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.5% | +5.4% | +0.6% |
| 7D | -13.7% | -6.0% | -7.7% | -11.4% |
| 30D | -23.6% | -1.5% | -22.1% | -23.5% |
| 3M | -16.9% | -3.9% | -13.0% | -16.2% |
| 6M | -2.4% | -15.0% | +12.6% | +3.2% |
| YTD | +49.8% | -12.8% | +62.6% | +52.0% |
| 1Y | +52.5% | -17.3% | +69.8% | +59.2% |
| All | +52.5% | -17.6% | +70.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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