-87.6%
TMF vs SOXQ
+231.9%
-319.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.3% |
| 7D | -9.3% | +8.2% | -17.4% | -9.5% |
| 30D | +1.9% | -13.2% | +15.1% | +2.3% |
| 3M | -11.2% | -18.5% | +7.3% | -10.7% |
| 6M | -17.7% | -15.4% | -2.3% | -17.5% |
| YTD | -24.5% | +43.6% | -68.0% | -25.5% |
| 1Y | -29.4% | +49.2% | -78.7% | -30.5% |
| 3Y | -33.4% | +190.2% | -223.6% | -37.1% |
| 5Y | -88.7% | +178.2% | -266.9% | -89.8% |
| All | -87.6% | +231.9% | -319.6% | -88.5% |
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