+308.8%
SOXX vs TSLL
-57.4%
+366.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -11.8% | +15.4% | +5.6% |
| 7D | +2.2% | +1.9% | +0.3% | +1.4% |
| 30D | -2.0% | +17.8% | -19.8% | -5.6% |
| 3M | -13.7% | -37.0% | +23.3% | -8.4% |
| 6M | +52.4% | -37.7% | +90.0% | +60.6% |
| YTD | +72.8% | -51.4% | +124.2% | +88.5% |
| 1Y | +113.9% | -23.4% | +137.3% | +112.7% |
| 3Y | +210.7% | -30.8% | +241.5% | +159.9% |
| All | +308.8% | -57.4% | +366.2% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling