+107.5%
SOXX vs TLT
-5.9%
+113.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.4% | -1.6% | +3.0% | +2.4% |
| 30D | -3.6% | -1.1% | -2.4% | -2.9% |
| 3M | -10.2% | -4.9% | -5.3% | -7.4% |
| 6M | +54.2% | -5.0% | +59.3% | +57.7% |
| YTD | +75.2% | -4.4% | +79.6% | +80.0% |
| 1Y | +107.5% | -6.4% | +113.9% | +113.4% |
| All | +107.5% | -5.9% | +113.4% | +113.4% |
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