+1,199.1%
SPXL vs TRGP
+863.3%
+335.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -4.2% | +8.0% | -12.3% | -8.6% |
| 3M | +8.1% | +8.3% | -0.1% | +2.0% |
| 6M | +35.6% | +23.9% | +11.7% | +17.7% |
| YTD | +28.8% | +59.6% | -30.8% | -3.0% |
| 1Y | +39.8% | +79.4% | -39.6% | -2.2% |
| 3Y | +221.4% | +269.4% | -48.1% | +55.0% |
| 5Y | +146.9% | +641.6% | -494.7% | -13.5% |
| All | +1,199.1% | +863.3% | +335.8% | +274.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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