+1,537.1%
SOXX vs TTMI
+1,127.6%
+409.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.4% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | -3.6% | -8.4% | +4.9% | -0.5% |
| 3M | -10.2% | -32.5% | +22.3% | +4.4% |
| 6M | +54.2% | +32.5% | +21.8% | +33.5% |
| YTD | +75.2% | +83.2% | -8.0% | +28.6% |
| 1Y | +107.5% | +161.7% | -54.2% | +27.5% |
| 3Y | +226.8% | +890.1% | -663.4% | +6.7% |
| 5Y | +251.2% | +832.4% | -581.2% | +13.4% |
| All | +1,537.1% | +1,127.6% | +409.5% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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