+8,623.5%
SPXL vs TD
+856.4%
+7,767.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -0.2% |
| 7D | +1.5% | +0.9% | +0.6% | +0.1% |
| 30D | -3.7% | -0.7% | -3.0% | -3.0% |
| 3M | +8.1% | +6.3% | +1.9% | -2.7% |
| 6M | +39.0% | +27.9% | +11.1% | -7.3% |
| YTD | +29.9% | +29.8% | +0.1% | -15.7% |
| 1Y | +46.6% | +63.7% | -17.0% | -35.0% |
| 3Y | +230.5% | +128.3% | +102.2% | -18.1% |
| 5Y | +140.2% | +125.5% | +14.6% | -35.4% |
| 10Y | +1,168.8% | +296.7% | +872.1% | +65.1% |
| All | +8,623.5% | +856.4% | +7,767.0% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling