+39.8%
SPXL vs TECK
+66.9%
-27.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | -2.5% | -3.8% | +1.3% | -0.9% |
| 30D | -4.2% | +0.7% | -5.0% | -5.0% |
| 3M | +8.1% | +4.6% | +3.5% | +4.7% |
| 6M | +35.6% | +25.1% | +10.5% | +19.0% |
| YTD | +28.8% | +39.2% | -10.4% | +5.9% |
| 1Y | +39.8% | +60.3% | -20.5% | +7.5% |
| All | +39.8% | +66.9% | -27.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling