+572.6%
TLN vs SOXQ
+240.4%
+332.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.8% |
| 7D | -1.3% | +0.8% | -2.1% | -1.8% |
| 30D | -14.3% | -4.6% | -9.8% | -11.6% |
| 3M | -9.3% | -10.2% | +0.9% | -3.9% |
| 6M | -1.1% | +49.7% | -50.8% | -26.2% |
| YTD | -16.6% | +67.2% | -83.8% | -42.0% |
| 1Y | -22.0% | +98.0% | -120.0% | -51.2% |
| 3Y | +470.2% | +237.2% | +233.0% | +206.4% |
| All | +572.6% | +240.4% | +332.2% | +264.0% |
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 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