-15.5%
TYL vs SOXQ
+283.8%
-299.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.4% | -7.4% | -4.8% |
| 7D | -3.7% | +2.3% | -6.0% | -4.3% |
| 30D | +18.7% | -2.3% | +21.0% | +19.0% |
| 3M | +18.1% | -13.8% | +31.9% | +19.7% |
| 6M | -1.1% | +48.6% | -49.7% | -18.7% |
| YTD | -19.8% | +66.0% | -85.8% | -37.2% |
| 1Y | -34.3% | +107.9% | -142.2% | -53.7% |
| 3Y | -8.2% | +224.1% | -232.4% | -53.5% |
| 5Y | -25.4% | +256.6% | -282.0% | -64.7% |
| All | -15.5% | +283.8% | -299.3% | -60.8% |
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 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