+8,771.7%
SPXL vs THC
+2,318.3%
+6,453.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +0.1% | -0.7% | +0.7% | +0.3% |
| 30D | -0.9% | +1.3% | -2.1% | -1.6% |
| 3M | +2.0% | +64.2% | -62.2% | -19.1% |
| 6M | +33.5% | +8.3% | +25.2% | +26.0% |
| YTD | +32.2% | +33.4% | -1.2% | +12.5% |
| 1Y | +48.9% | +37.7% | +11.2% | +24.1% |
| 3Y | +222.9% | +236.8% | -13.9% | +75.4% |
| 5Y | +140.7% | +249.3% | -108.5% | +25.7% |
| 10Y | +1,192.7% | +995.2% | +197.4% | +228.4% |
| All | +8,771.7% | +2,318.3% | +6,453.3% | +1,248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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