+23.0%
TMUS vs SOXQ
+231.9%
-209.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | -0.5% |
| 7D | +4.9% | +8.2% | -3.3% | +4.7% |
| 30D | +7.7% | -13.2% | +20.9% | +8.0% |
| 3M | -6.8% | -18.5% | +11.7% | -6.4% |
| 6M | -9.7% | -15.4% | +5.8% | -10.0% |
| YTD | -15.0% | +43.6% | -58.5% | -19.8% |
| 1Y | -19.1% | +49.2% | -68.4% | -24.1% |
| 3Y | +21.4% | +190.2% | -168.8% | -1.8% |
| 5Y | +51.2% | +178.2% | -127.0% | +18.3% |
| All | +23.0% | +231.9% | -209.0% | -6.0% |
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 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