+113.9%
SOXX vs TMF
-15.2%
+129.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.2% | +3.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.5% |
| 30D | -2.0% | -2.8% | +0.8% | -1.4% |
| 3M | -13.7% | -10.9% | -2.8% | -11.7% |
| 6M | +52.4% | -21.3% | +73.7% | +54.3% |
| YTD | +72.8% | -15.9% | +88.7% | +76.3% |
| 1Y | +113.9% | -15.7% | +129.6% | +117.6% |
| All | +113.9% | -15.2% | +129.2% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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