+1,199.1%
SPXL vs TNA
+86.1%
+1,113.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.7% |
| 7D | -2.5% | -7.3% | +4.7% | +2.5% |
| 30D | -4.2% | -14.2% | +9.9% | +5.9% |
| 3M | +8.1% | -4.6% | +12.7% | +11.1% |
| 6M | +35.6% | +36.9% | -1.3% | +7.6% |
| YTD | +28.8% | +42.5% | -13.7% | -2.0% |
| 1Y | +39.8% | +45.8% | -5.9% | +2.5% |
| 3Y | +221.4% | +104.7% | +116.7% | +57.8% |
| 5Y | +146.9% | -21.7% | +168.6% | +115.2% |
| All | +1,199.1% | +86.1% | +1,113.0% | +408.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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