+5,356.6%
SOXX vs TMF
-68.9%
+5,425.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +5.6% | +1.0% | +4.6% | +5.8% |
| 30D | -2.7% | -1.8% | -0.9% | -2.9% |
| 3M | -7.5% | -8.2% | +0.8% | -8.6% |
| 6M | +63.5% | -19.5% | +83.0% | +58.6% |
| YTD | +75.7% | -16.0% | +91.6% | +71.5% |
| 1Y | +113.3% | -22.5% | +135.8% | +106.2% |
| 3Y | +227.4% | -42.3% | +269.7% | +209.0% |
| 5Y | +256.2% | -87.7% | +343.9% | +159.1% |
| 10Y | +1,512.5% | -86.5% | +1,599.0% | +1,222.7% |
| All | +5,356.6% | -68.9% | +5,425.5% | +6,979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling