+1,537.1%
SOXX vs TLT
-20.5%
+1,557.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.4% | -1.6% | +3.0% | +1.1% |
| 30D | -3.6% | -1.1% | -2.4% | -3.8% |
| 3M | -10.2% | -4.9% | -5.3% | -11.0% |
| 6M | +54.2% | -5.0% | +59.3% | +52.5% |
| YTD | +75.2% | -4.4% | +79.6% | +73.5% |
| 1Y | +107.5% | -6.4% | +113.9% | +104.6% |
| 3Y | +226.8% | -2.0% | +228.8% | +225.5% |
| 5Y | +251.2% | -35.0% | +286.2% | +187.7% |
| All | +1,537.1% | -20.5% | +1,557.6% | +1,486.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling