+42.4%
TDY vs SOXQ
+286.7%
-244.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | -12.0% | -4.6% | -7.5% | -10.8% |
| 3M | -3.2% | -10.2% | +7.0% | -0.9% |
| 6M | -7.9% | +49.7% | -57.5% | -21.0% |
| YTD | +18.2% | +67.2% | -49.0% | -2.4% |
| 1Y | +6.7% | +98.0% | -91.4% | -17.1% |
| 3Y | +47.5% | +237.2% | -189.6% | -10.4% |
| 5Y | +39.5% | +261.3% | -221.8% | -19.2% |
| All | +42.4% | +286.7% | -244.3% | -17.7% |
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