+2,550.6%
SOXX vs TRV
+1,327.4%
+1,223.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.5% |
| 30D | -3.6% | +1.7% | -5.3% | -4.5% |
| 3M | -10.2% | +23.9% | -34.0% | -19.8% |
| 6M | +54.2% | +26.3% | +28.0% | +35.4% |
| YTD | +75.2% | +30.8% | +44.4% | +50.7% |
| 1Y | +107.5% | +36.3% | +71.2% | +74.0% |
| 3Y | +226.8% | +145.0% | +81.7% | +98.2% |
| 5Y | +251.2% | +163.9% | +87.3% | +100.9% |
| 10Y | +1,567.6% | +305.8% | +1,261.8% | +626.3% |
| All | +2,550.6% | +1,327.4% | +1,223.1% | +341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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