-42.3%
TMF vs SOXQ
+237.4%
-279.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +1.0% | +5.3% | -4.3% | +0.7% |
| 30D | -1.8% | -3.7% | +1.9% | -1.7% |
| 3M | -8.2% | -7.8% | -0.4% | -8.1% |
| 6M | -19.5% | +58.4% | -77.9% | -20.8% |
| YTD | -16.0% | +68.1% | -84.1% | -17.5% |
| 1Y | -22.5% | +105.4% | -127.9% | -24.5% |
| 3Y | -42.3% | +239.2% | -281.5% | -57.8% |
| All | -42.3% | +237.4% | -279.7% | -57.8% |
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