+1,537.1%
SOXX vs TT
+961.2%
+575.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.5% |
| 7D | +1.4% | -1.2% | +2.6% | +2.2% |
| 30D | -3.6% | -7.3% | +3.7% | +1.5% |
| 3M | -10.2% | -3.6% | -6.6% | -7.5% |
| 6M | +54.2% | +2.8% | +51.4% | +52.8% |
| YTD | +75.2% | +14.5% | +60.7% | +61.1% |
| 1Y | +107.5% | +7.4% | +100.1% | +98.6% |
| 3Y | +226.8% | +116.2% | +110.5% | +98.3% |
| 5Y | +251.2% | +147.4% | +103.9% | +91.4% |
| All | +1,537.1% | +961.2% | +575.9% | +317.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling