-19.2%
TSN vs SOXQ
+286.7%
-305.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.9% |
| 7D | +3.0% | +0.8% | +2.3% | +3.0% |
| 30D | -4.2% | -4.6% | +0.4% | -4.0% |
| 3M | -3.9% | -10.2% | +6.3% | -3.7% |
| 6M | -9.8% | +49.7% | -59.5% | -13.3% |
| YTD | -7.3% | +67.2% | -74.5% | -11.8% |
| 1Y | -2.2% | +98.0% | -100.2% | -8.5% |
| 3Y | +11.9% | +237.2% | -225.3% | -5.8% |
| 5Y | -16.9% | +261.3% | -278.2% | -33.5% |
| All | -19.2% | +286.7% | -305.9% | -35.6% |
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