+4,363.0%
SOXX vs TLT
+129.2%
+4,233.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.4% |
| 7D | +6.1% | -0.3% | +6.4% | +5.9% |
| 30D | +0.5% | 0.0% | +0.5% | +0.5% |
| 3M | -5.3% | -2.9% | -2.4% | -6.8% |
| 6M | +58.3% | -6.3% | +64.6% | +52.6% |
| YTD | +76.8% | -3.3% | +80.2% | +73.3% |
| 1Y | +114.6% | -4.2% | +118.8% | +109.4% |
| 3Y | +229.6% | -1.7% | +231.3% | +226.8% |
| 5Y | +257.3% | -34.9% | +292.2% | +167.0% |
| 10Y | +1,583.2% | -19.8% | +1,603.1% | +1,444.2% |
| All | +4,363.0% | +129.2% | +4,233.8% | +18,892.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling