+16.9%
TXT vs SOXQ
+288.7%
-271.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -0.2% | +5.3% | -5.5% | -2.0% |
| 30D | -11.1% | -3.7% | -7.4% | -10.1% |
| 3M | -13.0% | -7.8% | -5.2% | -12.0% |
| 6M | -16.2% | +58.4% | -74.6% | -31.8% |
| YTD | -8.7% | +68.1% | -76.9% | -27.9% |
| 1Y | -3.8% | +105.4% | -109.2% | -30.5% |
| 3Y | +5.5% | +239.2% | -233.7% | -42.8% |
| 5Y | +12.3% | +266.9% | -254.6% | -43.7% |
| All | +16.9% | +288.7% | -271.8% | -41.6% |
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