+30.8%
SOXX vs TRI
-16.8%
+47.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | +0.8% | -71.5% | -70.6% |
| 7D | -23.0% | +1.5% | -24.5% | -22.4% |
| 30D | -32.9% | +20.4% | -53.3% | -28.6% |
| 3M | -25.3% | +20.6% | -45.8% | -20.0% |
| 6M | -17.8% | +25.5% | -43.2% | -6.6% |
| YTD | +32.1% | -7.1% | +39.2% | +50.7% |
| 1Y | +30.8% | -14.7% | +45.5% | +52.5% |
| All | +30.8% | -16.8% | +47.6% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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