+241.5%
SOXX vs TT
+143.4%
+98.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.0% |
| 7D | +3.0% | -1.0% | +4.0% | +3.8% |
| 30D | -3.1% | -8.9% | +5.8% | +3.9% |
| 3M | -4.4% | -1.8% | -2.6% | -2.4% |
| 6M | +52.9% | +1.9% | +51.0% | +52.2% |
| YTD | +72.0% | +13.8% | +58.2% | +57.4% |
| 1Y | +105.1% | +6.1% | +99.0% | +97.0% |
| 3Y | +220.6% | +119.6% | +101.0% | +81.7% |
| All | +241.5% | +143.4% | +98.1% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling