+2,550.6%
SOXX vs TSN
+744.5%
+1,806.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +1.4% | +3.0% | -1.6% | +0.5% |
| 30D | -3.6% | -4.2% | +0.6% | -2.5% |
| 3M | -10.2% | -3.9% | -6.3% | -9.8% |
| 6M | +54.2% | -9.8% | +64.1% | +56.6% |
| YTD | +75.2% | -7.3% | +82.5% | +76.0% |
| 1Y | +107.5% | -2.2% | +109.7% | +104.4% |
| 3Y | +226.8% | +11.9% | +214.9% | +201.9% |
| 5Y | +251.2% | -16.9% | +268.2% | +252.4% |
| 10Y | +1,567.6% | -4.8% | +1,572.4% | +1,418.5% |
| All | +2,550.6% | +744.5% | +1,806.1% | +1,016.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling