-1.2%
TYL vs SOXQ
+245.8%
-247.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | -0.2% |
| 7D | +0.5% | +2.9% | -2.3% | -0.3% |
| 30D | +25.2% | -13.6% | +38.8% | +28.1% |
| 3M | +31.8% | -12.5% | +44.3% | +33.8% |
| 6M | +36.3% | -12.4% | +48.6% | +33.3% |
| YTD | -6.3% | +49.6% | -55.8% | -25.8% |
| 1Y | -9.5% | +52.0% | -61.4% | -29.1% |
| 3Y | +1.6% | +199.1% | -197.5% | -48.6% |
| 5Y | -21.8% | +192.6% | -214.4% | -61.2% |
| All | -1.2% | +245.8% | -247.0% | -53.6% |
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