+58.3%
SOXX vs TT
+6.9%
+51.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +6.1% | +1.4% | +4.7% | +4.5% |
| 30D | +0.5% | -6.7% | +7.2% | +8.0% |
| 3M | -5.3% | -5.4% | +0.1% | +1.5% |
| 6M | +58.3% | +4.4% | +54.0% | +53.5% |
| All | +58.3% | +6.9% | +51.4% | +53.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling