+318.3%
SOXX vs TSLL
-54.1%
+372.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +6.1% | +5.1% | +1.0% | +4.8% |
| 30D | +0.5% | +20.0% | -19.5% | -3.5% |
| 3M | -5.3% | -23.8% | +18.4% | -2.9% |
| 6M | +58.3% | -30.3% | +88.6% | +63.6% |
| YTD | +76.8% | -47.7% | +124.5% | +90.3% |
| 1Y | +114.6% | -21.2% | +135.8% | +112.2% |
| 3Y | +229.6% | -26.9% | +256.5% | +173.2% |
| All | +318.3% | -54.1% | +372.4% | +281.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling