+1,537.1%
SOXX vs TNA
+86.1%
+1,451.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +1.4% | -7.3% | +8.7% | +4.2% |
| 30D | -3.6% | -14.2% | +10.6% | +1.8% |
| 3M | -10.2% | -4.6% | -5.6% | -8.3% |
| 6M | +54.2% | +36.9% | +17.3% | +38.2% |
| YTD | +75.2% | +42.5% | +32.7% | +54.0% |
| 1Y | +107.5% | +45.8% | +61.7% | +79.3% |
| 3Y | +226.8% | +104.7% | +122.1% | +127.2% |
| 5Y | +251.2% | -21.7% | +272.9% | +206.1% |
| All | +1,537.1% | +86.1% | +1,451.0% | +793.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling