+2,550.6%
SOXX vs TMO
+3,372.2%
-821.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.8% |
| 30D | -3.6% | +1.1% | -4.7% | -4.5% |
| 3M | -10.2% | +28.3% | -38.5% | -24.3% |
| 6M | +54.2% | +23.3% | +31.0% | +31.3% |
| YTD | +75.2% | +5.5% | +69.8% | +64.2% |
| 1Y | +107.5% | +24.5% | +83.0% | +73.4% |
| 3Y | +226.8% | +19.6% | +207.2% | +172.6% |
| 5Y | +251.2% | +8.1% | +243.1% | +208.9% |
| 10Y | +1,567.6% | +336.7% | +1,230.9% | +471.2% |
| All | +2,550.6% | +3,372.2% | -821.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling