+233.9%
SOXX vs TLN
+574.4%
-340.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.4% | -1.3% | +2.7% | +1.9% |
| 30D | -3.6% | -14.3% | +10.8% | +1.8% |
| 3M | -10.2% | -9.3% | -0.9% | -7.0% |
| 6M | +54.2% | -1.1% | +55.3% | +54.4% |
| YTD | +75.2% | -16.6% | +91.8% | +83.3% |
| 1Y | +107.5% | -22.0% | +129.5% | +121.3% |
| 3Y | +226.8% | +470.2% | -243.4% | +81.2% |
| All | +233.9% | +574.4% | -340.5% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling