+8,623.5%
SPXL vs TCOM
+399.8%
+8,223.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | +1.5% | -7.6% | +9.1% | +5.2% |
| 30D | -3.7% | -12.2% | +8.5% | +2.3% |
| 3M | +8.1% | -14.2% | +22.3% | +14.7% |
| 6M | +39.0% | -25.0% | +64.0% | +57.5% |
| YTD | +29.9% | -43.7% | +73.6% | +66.7% |
| 1Y | +46.6% | -44.5% | +91.1% | +89.3% |
| 3Y | +230.5% | +13.4% | +217.1% | +177.7% |
| 5Y | +140.2% | +26.5% | +113.7% | +66.8% |
| 10Y | +1,168.8% | -10.3% | +1,179.0% | +889.8% |
| All | +8,623.5% | +399.8% | +8,223.6% | +1,181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling