+227.6%
SOXX vs TSLL
-33.0%
+260.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.9% | -6.2% | +0.3% |
| 7D | +5.6% | +5.8% | -0.2% | +4.2% |
| 30D | -2.7% | +21.7% | -24.4% | -6.8% |
| 3M | -7.5% | -28.2% | +20.7% | -4.2% |
| 6M | +63.5% | -29.5% | +93.0% | +68.6% |
| YTD | +75.7% | -47.5% | +123.2% | +88.6% |
| 1Y | +113.3% | -20.8% | +134.1% | +111.2% |
| All | +227.6% | -33.0% | +260.6% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling