-55.4%
TSLL vs SOXQ
+311.9%
-367.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.4% | -15.2% | -16.4% |
| 7D | +1.9% | +2.3% | -0.5% | -1.9% |
| 30D | +17.8% | -2.3% | +20.0% | +19.7% |
| 3M | -37.0% | -13.8% | -23.2% | -24.9% |
| 6M | -37.7% | +48.6% | -86.3% | -67.4% |
| YTD | -51.4% | +66.0% | -117.4% | -78.9% |
| 1Y | -23.4% | +107.9% | -131.2% | -76.2% |
| 3Y | -30.8% | +224.1% | -254.9% | -86.2% |
| All | -55.4% | +311.9% | -367.3% | -93.5% |
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