+226.8%
SOXX vs TNA
+101.9%
+124.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +1.4% | -7.3% | +8.7% | +4.5% |
| 30D | -3.6% | -14.2% | +10.6% | +2.6% |
| 3M | -10.2% | -4.6% | -5.6% | -8.0% |
| 6M | +54.2% | +36.9% | +17.3% | +37.2% |
| YTD | +75.2% | +42.5% | +32.7% | +52.7% |
| 1Y | +107.5% | +45.8% | +61.7% | +77.7% |
| 3Y | +226.8% | +104.7% | +122.1% | +131.4% |
| All | +226.8% | +101.9% | +124.9% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling