+107.5%
SOXX vs TMF
-26.8%
+134.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +1.4% | -5.1% | +6.5% | +2.5% |
| 30D | -3.6% | -4.6% | +1.0% | -2.7% |
| 3M | -10.2% | -16.6% | +6.4% | -6.7% |
| 6M | +54.2% | -19.9% | +74.1% | +58.8% |
| YTD | +75.2% | -20.2% | +95.4% | +80.5% |
| 1Y | +107.5% | -27.7% | +135.2% | +110.7% |
| All | +107.5% | -26.8% | +134.3% | +110.7% |
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