+1,248.4%
SPXL vs TMF
-86.2%
+1,334.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -1.7% |
| 7D | -1.3% | -0.9% | -0.4% | -1.4% |
| 30D | -5.0% | -1.0% | -4.0% | -5.1% |
| 3M | +7.6% | -11.3% | +18.9% | +5.4% |
| 6M | +33.6% | -22.7% | +56.3% | +27.4% |
| YTD | +28.1% | -17.3% | +45.4% | +23.8% |
| 1Y | +43.6% | -22.5% | +66.1% | +37.4% |
| 3Y | +225.8% | -43.2% | +269.1% | +194.6% |
| 5Y | +140.1% | -88.3% | +228.4% | +20.6% |
| 10Y | +1,248.4% | -86.0% | +1,334.4% | +891.4% |
| All | +1,248.4% | -86.2% | +1,334.6% | +891.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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