+211.8%
SPXL vs TMF
-25.3%
+237.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -8.7% | +1.2% | -9.9% | -8.9% |
| 30D | -16.9% | +19.7% | -36.6% | -19.2% |
| 3M | -15.2% | -2.1% | -13.1% | -15.0% |
| 6M | -5.5% | -13.4% | +7.9% | -3.7% |
| YTD | +12.4% | -16.7% | +29.2% | +15.0% |
| 1Y | +16.9% | -23.3% | +40.2% | +20.5% |
| 3Y | +211.8% | -24.8% | +236.6% | +198.5% |
| All | +211.8% | -25.3% | +237.1% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling