+39.8%
SPXL vs TAP
-18.4%
+58.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.0% | -5.3% | -0.7% | -6.7% |
| 30D | -5.8% | -7.4% | +1.6% | -6.8% |
| 3M | +10.9% | -4.9% | +15.8% | +10.4% |
| 6M | +31.9% | -14.2% | +46.1% | +29.5% |
| YTD | +25.8% | -14.8% | +40.6% | +23.3% |
| 1Y | +39.8% | -18.1% | +57.9% | +36.9% |
| All | +39.8% | -18.4% | +58.1% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling