+52.5%
SOXX vs TT
-6.5%
+59.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -1.6% |
| 7D | -13.7% | -8.5% | -5.2% | -6.5% |
| 30D | -23.6% | -12.8% | -10.8% | -13.5% |
| 3M | -16.9% | -12.9% | -4.0% | -6.0% |
| 6M | -2.4% | -15.2% | +12.8% | +13.5% |
| YTD | +49.8% | +6.2% | +43.6% | +51.6% |
| 1Y | +52.5% | -4.5% | +57.0% | +70.6% |
| All | +52.5% | -6.5% | +59.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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