+306.9%
SOXX vs TSLL
-55.2%
+362.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.3% |
| 7D | +3.0% | -7.3% | +10.4% | +4.1% |
| 30D | -3.1% | +15.8% | -18.9% | -6.4% |
| 3M | -4.4% | -19.5% | +15.1% | -2.8% |
| 6M | +52.9% | -32.1% | +84.9% | +58.7% |
| YTD | +72.0% | -48.9% | +120.9% | +85.9% |
| 1Y | +105.1% | -23.4% | +128.5% | +103.8% |
| 3Y | +220.6% | -28.6% | +249.2% | +166.8% |
| All | +306.9% | -55.2% | +362.1% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 10y: compounded portfolio wealth divided by compounded TSLL 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…
10y analysis · Full analysis span regression · 6 months rolling