+1,199.1%
SPXL vs TD
+306.3%
+892.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.3% |
| 7D | -2.5% | -0.5% | -2.0% | -1.7% |
| 30D | -4.2% | -1.9% | -2.3% | -1.5% |
| 3M | +8.1% | +4.8% | +3.4% | -0.5% |
| 6M | +35.6% | +28.0% | +7.6% | -9.4% |
| YTD | +28.8% | +30.3% | -1.5% | -16.7% |
| 1Y | +39.8% | +59.8% | -19.9% | -35.2% |
| 3Y | +221.4% | +124.7% | +96.7% | -18.0% |
| 5Y | +146.9% | +127.0% | +20.0% | -34.4% |
| All | +1,199.1% | +306.3% | +892.8% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling