+15,044.5%
SPXL vs TNA
+944.8%
+14,099.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.5% |
| 7D | -1.3% | -3.6% | +2.3% | +1.2% |
| 30D | -5.0% | -10.1% | +5.1% | +1.9% |
| 3M | +7.6% | +2.7% | +4.9% | +5.0% |
| 6M | +33.6% | +38.4% | -4.8% | +4.4% |
| YTD | +28.1% | +45.4% | -17.3% | -4.7% |
| 1Y | +43.6% | +55.9% | -12.3% | -0.7% |
| 3Y | +225.8% | +109.8% | +116.0% | +54.1% |
| 5Y | +140.1% | -22.5% | +162.6% | +108.2% |
| 10Y | +1,248.4% | +87.5% | +1,160.9% | +355.7% |
| All | +15,044.5% | +944.8% | +14,099.7% | +677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling