+15,434.6%
SPXL vs TMF
-68.9%
+15,503.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.1% |
| 7D | +0.1% | -1.4% | +1.5% | -0.4% |
| 30D | -0.9% | -2.8% | +2.0% | -1.8% |
| 3M | +2.0% | -10.9% | +12.9% | -1.9% |
| 6M | +33.5% | -21.3% | +54.8% | +22.6% |
| YTD | +32.2% | -15.9% | +48.0% | +24.4% |
| 1Y | +48.9% | -15.7% | +64.6% | +40.7% |
| 3Y | +222.9% | -43.4% | +266.2% | +169.4% |
| 5Y | +140.7% | -87.8% | +228.5% | +3.3% |
| 10Y | +1,192.7% | -86.7% | +1,279.4% | +681.8% |
| All | +15,434.6% | -68.9% | +15,503.4% | +25,991.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling