+244.8%
SOXX vs TMF
-88.5%
+333.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -2.6% |
| 7D | +3.0% | -4.8% | +7.8% | +3.2% |
| 30D | -3.1% | -4.9% | +1.8% | -3.0% |
| 3M | -4.4% | -13.4% | +9.0% | -3.9% |
| 6M | +52.9% | -23.0% | +75.9% | +54.0% |
| YTD | +72.0% | -20.2% | +92.2% | +73.1% |
| 1Y | +105.1% | -26.5% | +131.6% | +106.7% |
| 3Y | +220.6% | -45.2% | +265.8% | +221.5% |
| 5Y | +244.8% | -88.4% | +333.2% | +215.5% |
| All | +244.8% | -88.5% | +333.3% | +215.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling