+304.3%
TSM vs SOXQ
+288.7%
+15.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +1.3% |
| 7D | +6.0% | +5.3% | +0.8% | +1.8% |
| 30D | +4.5% | -3.7% | +8.2% | +7.5% |
| 3M | +3.1% | -7.8% | +10.9% | +8.6% |
| 6M | +30.2% | +58.4% | -28.2% | -13.0% |
| YTD | +45.2% | +68.1% | -22.9% | -7.7% |
| 1Y | +79.6% | +105.4% | -25.8% | -3.2% |
| 3Y | +411.0% | +239.2% | +171.8% | +86.3% |
| 5Y | +290.7% | +266.9% | +23.8% | +29.1% |
| All | +304.3% | +288.7% | +15.5% | +29.3% |
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 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