+1,108.4%
SPXL vs TMF
-83.0%
+1,191.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | -0.9% | +0.6% | -1.5% | -0.8% |
| 30D | -11.4% | +16.3% | -27.7% | -9.0% |
| 3M | -10.8% | -2.7% | -8.1% | -11.1% |
| 6M | -0.3% | -13.2% | +12.9% | -2.7% |
| YTD | +20.3% | -16.7% | +37.0% | +16.6% |
| 1Y | +24.7% | -22.7% | +47.5% | +19.1% |
| 3Y | +238.6% | -26.1% | +264.6% | +228.5% |
| 5Y | +100.0% | -88.4% | +188.4% | -2.0% |
| 10Y | +1,108.4% | -81.8% | +1,190.3% | +824.8% |
| All | +1,108.4% | -83.0% | +1,191.5% | +824.8% |
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