+2,557.3%
SOXX vs TPR
+3,457.1%
-899.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.4% | +3.0% |
| 7D | +5.6% | -3.4% | +9.0% | +6.9% |
| 30D | -2.7% | -27.3% | +24.6% | +8.2% |
| 3M | -7.5% | -16.2% | +8.7% | -2.8% |
| 6M | +63.5% | -17.9% | +81.4% | +72.6% |
| YTD | +75.7% | -7.1% | +82.8% | +76.4% |
| 1Y | +113.3% | +13.6% | +99.7% | +97.8% |
| 3Y | +227.4% | +293.7% | -66.3% | +85.1% |
| 5Y | +256.2% | +239.1% | +17.1% | +107.5% |
| 10Y | +1,512.5% | +311.2% | +1,201.3% | +640.1% |
| All | +2,557.3% | +3,457.1% | -899.8% | +243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling