+219.6%
SPXL vs TRMB
+11.9%
+207.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +0.5% |
| 7D | -1.3% | -2.9% | +1.6% | +1.2% |
| 30D | -5.0% | -1.8% | -3.2% | -3.9% |
| 3M | +7.6% | +8.4% | -0.8% | -1.2% |
| 6M | +33.6% | -18.5% | +52.1% | +57.5% |
| YTD | +28.1% | -26.7% | +54.8% | +65.7% |
| 1Y | +43.6% | -28.3% | +71.9% | +89.2% |
| All | +219.6% | +11.9% | +207.7% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling