+277.6%
TSM vs SOXQ
+251.3%
+26.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | +0.4% |
| 7D | +2.6% | +2.3% | +0.3% | +0.8% |
| 30D | +1.4% | -3.9% | +5.3% | +4.5% |
| 3M | +5.0% | -4.7% | +9.7% | +7.6% |
| 6M | +24.0% | +47.9% | -23.9% | -12.5% |
| YTD | +41.6% | +64.3% | -22.7% | -8.4% |
| 1Y | +66.2% | +95.7% | -29.5% | -7.0% |
| 3Y | +398.2% | +231.5% | +166.7% | +84.9% |
| 5Y | +277.6% | +255.0% | +22.6% | +27.2% |
| All | +277.6% | +251.3% | +26.3% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling