+140.1%
SPXL vs TRMB
-39.0%
+179.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | +1.1% |
| 7D | -1.3% | -2.9% | +1.6% | +1.8% |
| 30D | -5.0% | -1.8% | -3.2% | -3.7% |
| 3M | +7.6% | +8.4% | -0.8% | -3.7% |
| 6M | +33.6% | -18.5% | +52.1% | +61.9% |
| YTD | +28.1% | -26.7% | +54.8% | +72.9% |
| 1Y | +43.6% | -28.3% | +71.9% | +97.8% |
| 3Y | +225.8% | +12.6% | +213.2% | +161.1% |
| 5Y | +140.1% | -38.7% | +178.8% | +340.4% |
| All | +140.1% | -39.0% | +179.1% | +340.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling