+1,199.1%
SPXL vs TRI
+196.2%
+1,002.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +0.8% |
| 7D | -2.5% | -7.9% | +5.3% | +5.0% |
| 30D | -4.2% | -4.5% | +0.3% | -1.5% |
| 3M | +8.1% | +22.1% | -14.0% | -19.1% |
| 6M | +35.6% | -2.8% | +38.4% | +22.0% |
| YTD | +28.8% | -23.4% | +52.2% | +47.8% |
| 1Y | +39.8% | -41.5% | +81.4% | +130.7% |
| 3Y | +221.4% | -19.2% | +240.6% | +194.6% |
| 5Y | +146.9% | -9.4% | +156.3% | +94.6% |
| All | +1,199.1% | +196.2% | +1,002.9% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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