+113.9%
SOXX vs TNA
+70.0%
+43.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.1% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -2.0% | -4.9% | +2.9% | +0.6% |
| 3M | -13.7% | +0.4% | -14.1% | -13.4% |
| 6M | +52.4% | +32.5% | +19.8% | +33.3% |
| YTD | +72.8% | +53.7% | +19.1% | +41.3% |
| 1Y | +113.9% | +65.1% | +48.8% | +71.0% |
| All | +113.9% | +70.0% | +43.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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