+143.2%
SPXL vs TMF
-87.5%
+230.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | -0.9% | -2.8% | +2.0% | -0.6% |
| 3M | +2.0% | -10.9% | +12.9% | +3.1% |
| 6M | +33.5% | -21.3% | +54.8% | +36.2% |
| YTD | +32.2% | -15.9% | +48.0% | +34.1% |
| 1Y | +48.9% | -15.7% | +64.6% | +50.8% |
| 3Y | +222.9% | -43.4% | +266.2% | +227.8% |
| All | +143.2% | -87.5% | +230.7% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling