+1,199.1%
SPXL vs TRMB
+121.9%
+1,077.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +0.9% |
| 7D | -2.5% | -3.0% | +0.5% | +0.7% |
| 30D | -4.2% | +2.3% | -6.6% | -7.0% |
| 3M | +8.1% | +15.3% | -7.2% | -9.5% |
| 6M | +35.6% | -14.7% | +50.3% | +55.6% |
| YTD | +28.8% | -26.4% | +55.2% | +71.6% |
| 1Y | +39.8% | -30.4% | +70.2% | +97.5% |
| 3Y | +221.4% | +13.5% | +207.9% | +160.1% |
| 5Y | +146.9% | -38.6% | +185.5% | +324.0% |
| All | +1,199.1% | +121.9% | +1,077.2% | +621.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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