+8,342.0%
SPXL vs TDY
+1,248.6%
+7,093.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.1% |
| 7D | -6.0% | -1.9% | -4.1% | -3.6% |
| 30D | -5.8% | -12.5% | +6.7% | +12.5% |
| 3M | +10.9% | -0.8% | +11.7% | +11.6% |
| 6M | +31.9% | -9.0% | +40.9% | +48.9% |
| YTD | +25.8% | +16.8% | +9.0% | -1.3% |
| 1Y | +39.8% | +9.5% | +30.3% | +18.8% |
| 3Y | +219.9% | +45.4% | +174.4% | +84.1% |
| 5Y | +141.1% | +37.8% | +103.3% | +62.0% |
| 10Y | +1,223.7% | +470.2% | +753.5% | +24.3% |
| All | +8,342.0% | +1,248.6% | +7,093.3% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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