+241.5%
SOXX vs TPR
+222.0%
+19.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.5% |
| 7D | +3.0% | -5.1% | +8.2% | +5.2% |
| 30D | -3.1% | -27.6% | +24.4% | +9.7% |
| 3M | -4.4% | -17.5% | +13.1% | +1.5% |
| 6M | +52.9% | -21.3% | +74.2% | +65.1% |
| YTD | +72.0% | -8.5% | +80.5% | +72.5% |
| 1Y | +105.1% | +11.5% | +93.7% | +86.7% |
| 3Y | +220.6% | +288.0% | -67.4% | +53.5% |
| All | +241.5% | +222.0% | +19.5% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling