+30.0%
SOXX vs TMO
+21.2%
+8.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.1% | -8.0% | -11.5% |
| 7D | -23.0% | -4.5% | -18.4% | -22.4% |
| 30D | -32.9% | +3.1% | -36.0% | -32.6% |
| 3M | -25.4% | +17.2% | -42.6% | -25.5% |
| 6M | -17.9% | +45.3% | -63.2% | -20.8% |
| YTD | +31.6% | +17.1% | +14.5% | +36.8% |
| 1Y | +30.0% | +19.7% | +10.3% | +34.2% |
| All | +30.0% | +21.2% | +8.7% | +34.2% |
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