+227.9%
TKO vs SOXQ
+286.7%
-58.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +2.3% | +0.8% | +1.6% | +2.2% |
| 30D | -2.5% | -4.6% | +2.1% | -1.7% |
| 3M | -10.6% | -10.2% | -0.4% | -9.7% |
| 6M | -5.1% | +49.7% | -54.7% | -15.6% |
| YTD | -8.2% | +67.2% | -75.5% | -20.9% |
| 1Y | -4.4% | +98.0% | -102.4% | -21.5% |
| 3Y | +100.4% | +237.2% | -136.8% | +39.3% |
| 5Y | +294.3% | +261.3% | +33.0% | +163.5% |
| All | +227.9% | +286.7% | -58.8% | +116.5% |
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 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