+141.1%
SPXL vs TRGP
+627.0%
-485.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | -6.0% | -0.6% | -5.4% | -5.6% |
| 30D | -5.8% | +10.0% | -15.7% | -12.8% |
| 3M | +10.9% | +7.6% | +3.2% | +2.5% |
| 6M | +31.9% | +26.8% | +5.1% | +5.1% |
| YTD | +25.8% | +60.6% | -34.8% | -18.2% |
| 1Y | +39.8% | +82.5% | -42.7% | -19.9% |
| 3Y | +219.9% | +265.0% | -45.2% | -1.5% |
| 5Y | +141.1% | +645.9% | -504.8% | -57.8% |
| All | +141.1% | +627.0% | -485.9% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling