-97.2%
TSLQ vs SOXQ
+373.9%
-471.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | +1.2% |
| 7D | -6.6% | +0.8% | -7.4% | -5.5% |
| 30D | -24.3% | -4.6% | -19.7% | -28.4% |
| 3M | -3.6% | -10.2% | +6.5% | -9.8% |
| 6M | -12.0% | +49.7% | -61.6% | +72.2% |
| YTD | +1.4% | +67.2% | -65.9% | +133.6% |
| 1Y | -43.6% | +98.0% | -141.6% | +73.6% |
| 3Y | -95.4% | +237.2% | -332.6% | -58.0% |
| All | -97.2% | +373.9% | -471.1% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling