+141.1%
SPXL vs TCOM
+21.5%
+119.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.4% |
| 7D | -6.0% | -6.5% | +0.5% | -3.8% |
| 30D | -5.8% | -16.2% | +10.5% | -0.1% |
| 3M | +10.9% | -19.3% | +30.2% | +18.2% |
| 6M | +31.9% | -27.2% | +59.1% | +45.9% |
| YTD | +25.8% | -46.2% | +71.9% | +52.9% |
| 1Y | +39.8% | -46.6% | +86.4% | +70.3% |
| 3Y | +219.9% | +8.4% | +211.5% | +191.1% |
| 5Y | +141.1% | +25.8% | +115.3% | +91.8% |
| All | +141.1% | +21.5% | +119.6% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling