+25.3%
TW vs SOXQ
+279.9%
-254.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | -0.1% |
| 7D | -2.7% | +2.3% | -5.0% | -3.0% |
| 30D | -1.7% | -3.9% | +2.2% | -1.3% |
| 3M | +1.6% | -4.7% | +6.3% | +1.2% |
| 6M | -17.7% | +47.9% | -65.6% | -26.2% |
| YTD | -4.3% | +64.3% | -68.7% | -16.6% |
| 1Y | -13.1% | +95.7% | -108.8% | -27.8% |
| 3Y | +20.3% | +231.5% | -211.2% | -18.4% |
| 5Y | +22.0% | +255.0% | -233.0% | -21.4% |
| All | +25.3% | +279.9% | -254.6% | -19.5% |
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