-21.1%
TSN vs SOXQ
+290.2%
-311.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -7.3% | +5.2% | -12.5% | -7.5% |
| 30D | -8.6% | -0.5% | -8.1% | -8.6% |
| 3M | -7.5% | -5.6% | -1.9% | -7.6% |
| 6M | -14.1% | +53.0% | -67.2% | -17.6% |
| YTD | -9.4% | +68.8% | -78.2% | -13.8% |
| 1Y | -4.1% | +105.7% | -109.8% | -10.5% |
| 3Y | +10.3% | +240.5% | -230.1% | -7.2% |
| 5Y | -19.7% | +266.8% | -286.5% | -35.7% |
| All | -21.1% | +290.2% | -311.3% | -37.1% |
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