-22.1%
TYL vs SOXQ
+279.9%
-302.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.5% |
| 7D | -11.5% | +2.3% | -13.9% | -12.1% |
| 30D | +3.9% | -3.9% | +7.8% | +4.6% |
| 3M | +10.8% | -4.7% | +15.5% | +9.0% |
| 6M | -5.3% | +47.9% | -53.2% | -22.0% |
| YTD | -26.1% | +64.3% | -90.4% | -42.0% |
| 1Y | -38.5% | +95.7% | -134.3% | -55.7% |
| 3Y | -14.5% | +231.5% | -246.0% | -57.4% |
| 5Y | -28.9% | +255.0% | -283.9% | -66.3% |
| All | -22.1% | +279.9% | -302.0% | -63.8% |
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