+241.5%
SOXX vs TLT
-35.3%
+276.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.6% |
| 7D | +3.0% | -1.6% | +4.6% | +3.2% |
| 30D | -3.1% | -1.3% | -1.8% | -3.0% |
| 3M | -4.4% | -3.7% | -0.7% | -4.0% |
| 6M | +52.9% | -6.4% | +59.2% | +53.8% |
| YTD | +72.0% | -4.5% | +76.5% | +72.8% |
| 1Y | +105.1% | -5.9% | +111.0% | +106.2% |
| 3Y | +220.6% | -2.8% | +223.4% | +218.8% |
| All | +241.5% | -35.3% | +276.9% | +210.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling