+4.5%
TCOM vs SOXQ
+286.7%
-282.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.2% |
| 7D | -4.9% | +0.8% | -5.7% | -5.2% |
| 30D | -14.4% | -4.6% | -9.8% | -13.2% |
| 3M | -17.7% | -10.2% | -7.5% | -16.3% |
| 6M | -25.1% | +49.7% | -74.8% | -40.1% |
| YTD | -45.7% | +67.2% | -113.0% | -58.9% |
| 1Y | -47.9% | +98.0% | -145.9% | -63.8% |
| 3Y | +8.9% | +237.2% | -228.2% | -46.1% |
| 5Y | +26.9% | +261.3% | -234.4% | -40.8% |
| All | +4.5% | +286.7% | -282.2% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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