+1,537.1%
SOXX vs TSN
-4.9%
+1,542.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.7% |
| 30D | -3.6% | -4.2% | +0.6% | -2.8% |
| 3M | -10.2% | -3.9% | -6.3% | -9.9% |
| 6M | +54.2% | -9.8% | +64.1% | +56.0% |
| YTD | +75.2% | -7.3% | +82.5% | +75.6% |
| 1Y | +107.5% | -2.2% | +109.7% | +104.4% |
| 3Y | +226.8% | +11.9% | +214.9% | +202.1% |
| 5Y | +251.2% | -16.9% | +268.2% | +254.8% |
| All | +1,537.1% | -4.9% | +1,542.0% | +1,376.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling