+52.5%
SOXX vs TLT
-5.4%
+58.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.5% |
| 7D | -13.7% | +1.0% | -14.7% | -14.2% |
| 30D | -23.6% | +6.0% | -29.6% | -27.2% |
| 3M | -16.9% | -0.9% | -16.0% | -15.3% |
| 6M | -2.4% | -2.3% | -0.1% | +1.0% |
| YTD | +49.8% | -3.3% | +53.1% | +55.2% |
| 1Y | +52.5% | -5.6% | +58.1% | +57.9% |
| All | +52.5% | -5.4% | +58.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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