+3,510.1%
SOXX vs TRI
+509.5%
+3,000.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.0% |
| 7D | +1.4% | -7.9% | +9.3% | +5.2% |
| 30D | -3.6% | -4.5% | +0.9% | -2.5% |
| 3M | -10.2% | +22.1% | -32.3% | -23.0% |
| 6M | +54.2% | -2.8% | +57.0% | +44.2% |
| YTD | +75.2% | -23.4% | +98.6% | +82.6% |
| 1Y | +107.5% | -41.5% | +149.0% | +152.6% |
| 3Y | +226.8% | -19.2% | +246.0% | +218.1% |
| 5Y | +251.2% | -9.4% | +260.6% | +219.0% |
| 10Y | +1,567.6% | +195.6% | +1,372.1% | +634.0% |
| All | +3,510.1% | +509.5% | +3,000.6% | +625.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling