+126.9%
TD vs SOXQ
+258.1%
-131.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | -1.9% | -4.6% | +2.7% | -1.1% |
| 3M | +4.8% | -10.2% | +14.9% | +6.2% |
| 6M | +28.0% | +49.7% | -21.7% | +15.7% |
| YTD | +30.3% | +67.2% | -37.0% | +14.8% |
| 1Y | +59.8% | +98.0% | -38.2% | +35.3% |
| 3Y | +124.7% | +237.2% | -112.5% | +60.8% |
| All | +126.9% | +258.1% | -131.3% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling