+179.0%
SOXX vs TSLL
-1.1%
+180.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -3.0% |
| 7D | +9.4% | +17.8% | -8.5% | +6.2% |
| 30D | -13.8% | +8.2% | -22.0% | -15.1% |
| 3M | -18.6% | +20.9% | -39.5% | -22.0% |
| 6M | -15.1% | -37.5% | +22.4% | -10.5% |
| YTD | +49.0% | -44.5% | +93.5% | +57.9% |
| 1Y | +55.3% | -33.0% | +88.2% | +59.1% |
| 3Y | +179.0% | -6.4% | +185.3% | +142.6% |
| All | +179.0% | -1.1% | +180.1% | +142.6% |
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