+20.3%
SPXL vs TMF
-29.9%
+50.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.7% |
| 7D | +9.6% | -8.2% | +17.7% | +13.2% |
| 30D | -9.8% | +5.3% | -15.1% | -12.6% |
| 3M | -9.1% | -8.5% | -0.6% | -5.5% |
| 6M | +1.1% | -17.2% | +18.3% | +10.0% |
| YTD | +22.3% | -23.4% | +45.7% | +36.0% |
| 1Y | +20.3% | -30.2% | +50.5% | +42.1% |
| All | +20.3% | -29.9% | +50.1% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling