-3.3%
TSLL vs SOXQ
+192.4%
-195.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.0% | +3.9% | +1.2% |
| 7D | -14.3% | -2.9% | -11.5% | -9.1% |
| 30D | -6.2% | -20.1% | +14.0% | +29.5% |
| 3M | +21.2% | -18.6% | +39.8% | +59.8% |
| 6M | -36.6% | -14.6% | -22.0% | -24.4% |
| YTD | -47.8% | +42.1% | -89.8% | -73.5% |
| 1Y | -45.2% | +45.2% | -90.4% | -73.3% |
| 3Y | -3.3% | +195.3% | -198.5% | -75.3% |
| All | -3.3% | +192.4% | -195.6% | -75.3% |
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 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