+8,499.7%
SPXL vs TRI
+528.6%
+7,971.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | +0.9% |
| 7D | -1.3% | -8.4% | +7.1% | +8.9% |
| 30D | -5.0% | -6.5% | +1.5% | +0.7% |
| 3M | +7.6% | +18.6% | -11.0% | -23.9% |
| 6M | +33.6% | -10.4% | +44.0% | +25.2% |
| YTD | +28.1% | -23.7% | +51.8% | +38.3% |
| 1Y | +43.6% | -42.5% | +86.1% | +132.7% |
| 3Y | +225.8% | -19.3% | +245.1% | +186.2% |
| 5Y | +140.1% | -9.7% | +149.7% | +84.9% |
| 10Y | +1,248.4% | +194.4% | +1,054.0% | +75.8% |
| All | +8,499.7% | +528.6% | +7,971.1% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling