+710.2%
TTMI vs SOXQ
+279.9%
+430.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +0.6% |
| 7D | +6.0% | +2.3% | +3.7% | +4.2% |
| 30D | -6.4% | -3.9% | -2.5% | -2.7% |
| 3M | -28.9% | -4.7% | -24.2% | -24.4% |
| 6M | +26.9% | +47.9% | -21.0% | -0.7% |
| YTD | +77.3% | +64.3% | +13.0% | +30.4% |
| 1Y | +147.5% | +95.7% | +51.8% | +65.1% |
| 3Y | +847.6% | +231.5% | +616.1% | +346.1% |
| 5Y | +802.2% | +255.0% | +547.2% | +282.9% |
| All | +710.2% | +279.9% | +430.3% | +241.6% |
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 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