-86.2%
TMF vs SOXQ
+283.8%
-370.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.2% |
| 7D | -1.4% | +2.3% | -3.8% | -1.5% |
| 30D | -2.8% | -2.3% | -0.6% | -2.8% |
| 3M | -10.9% | -13.8% | +2.9% | -10.6% |
| 6M | -21.3% | +48.6% | -69.9% | -22.4% |
| YTD | -15.9% | +66.0% | -81.9% | -17.3% |
| 1Y | -15.7% | +107.9% | -123.6% | -17.8% |
| 3Y | -43.4% | +224.1% | -267.5% | -46.8% |
| 5Y | -87.8% | +256.6% | -344.4% | -88.8% |
| All | -86.2% | +283.8% | -370.0% | -87.3% |
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