+52.5%
SOXX vs TSN
+19.9%
+32.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -1.2% |
| 7D | -13.7% | +8.4% | -22.1% | -11.0% |
| 30D | -23.6% | +16.1% | -39.7% | -19.5% |
| 3M | -16.9% | +3.2% | -20.0% | -15.4% |
| 6M | -2.4% | -11.1% | +8.7% | +0.3% |
| YTD | +49.8% | +5.1% | +44.7% | +53.5% |
| 1Y | +52.5% | +19.4% | +33.1% | +49.9% |
| All | +52.5% | +19.9% | +32.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling