+119.3%
SPXL vs TPG
+74.1%
+45.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.1% |
| 7D | -2.5% | -9.4% | +6.9% | +5.6% |
| 30D | -4.2% | -5.3% | +1.0% | -0.6% |
| 3M | +8.1% | +12.9% | -4.8% | -3.6% |
| 6M | +35.6% | +20.1% | +15.5% | +13.4% |
| YTD | +28.8% | -22.5% | +51.3% | +54.1% |
| 1Y | +39.8% | -19.7% | +59.5% | +59.9% |
| 3Y | +221.4% | +81.2% | +140.2% | +68.4% |
| All | +119.3% | +74.1% | +45.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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