+105.5%
TD vs SOXQ
+279.9%
-174.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.4% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | -1.0% | -3.9% | +2.9% | -0.3% |
| 3M | +5.6% | -4.7% | +10.4% | +5.7% |
| 6M | +27.1% | +47.9% | -20.8% | +15.2% |
| YTD | +29.4% | +64.3% | -34.9% | +14.5% |
| 1Y | +60.7% | +95.7% | -35.0% | +36.6% |
| 3Y | +127.6% | +231.5% | -103.9% | +64.1% |
| 5Y | +125.4% | +255.0% | -129.6% | +52.1% |
| All | +105.5% | +279.9% | -174.4% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling