-26.7%
TSLL vs SOXQ
+237.4%
-264.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.3% | +6.6% | +6.0% |
| 7D | +5.8% | +5.3% | +0.5% | -2.3% |
| 30D | +21.7% | -3.7% | +25.4% | +26.5% |
| 3M | -28.2% | -7.8% | -20.4% | -22.4% |
| 6M | -29.5% | +58.4% | -87.8% | -68.2% |
| YTD | -47.5% | +68.1% | -115.7% | -79.1% |
| 1Y | -20.8% | +105.4% | -126.2% | -77.3% |
| 3Y | -26.7% | +239.2% | -265.9% | -88.1% |
| All | -26.7% | +237.4% | -264.1% | -88.1% |
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