+468.0%
TLN vs SOXQ
+227.1%
+240.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -0.8% |
| 7D | +2.0% | +2.3% | -0.4% | +0.5% |
| 30D | -12.9% | -3.9% | -9.0% | -10.5% |
| 3M | -7.4% | -4.7% | -2.7% | -5.8% |
| 6M | -6.0% | +47.9% | -53.9% | -30.3% |
| YTD | -16.9% | +64.3% | -81.2% | -42.5% |
| 1Y | -22.6% | +95.7% | -118.3% | -52.4% |
| All | +468.0% | +227.1% | +240.9% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling