+2,575.4%
SOXX vs TT
+4,728.6%
-2,153.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +6.1% | +1.4% | +4.7% | +5.2% |
| 30D | +0.5% | -6.7% | +7.2% | +4.7% |
| 3M | -5.3% | -5.4% | +0.1% | -1.7% |
| 6M | +58.3% | +4.4% | +54.0% | +55.6% |
| YTD | +76.8% | +14.9% | +61.9% | +63.7% |
| 1Y | +114.6% | +9.3% | +105.3% | +104.4% |
| 3Y | +229.6% | +121.7% | +107.9% | +107.0% |
| 5Y | +257.3% | +148.2% | +109.2% | +108.9% |
| 10Y | +1,583.2% | +957.3% | +626.0% | +319.3% |
| All | +2,575.4% | +4,728.6% | -2,153.2% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling