+113.9%
SOXX vs TMO
+27.8%
+86.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.6% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | -2.0% | +6.2% | -8.3% | -2.4% |
| 3M | -13.7% | +27.5% | -41.2% | -16.1% |
| 6M | +52.4% | +20.0% | +32.4% | +49.6% |
| YTD | +72.8% | +6.1% | +66.7% | +75.8% |
| 1Y | +113.9% | +25.8% | +88.1% | +112.0% |
| All | +113.9% | +27.8% | +86.1% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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