+8,771.7%
SPXL vs TRMB
+424.4%
+8,347.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.2% |
| 7D | +0.1% | -2.5% | +2.6% | +2.6% |
| 30D | -0.9% | +1.5% | -2.4% | -2.9% |
| 3M | +2.0% | +6.8% | -4.7% | -6.3% |
| 6M | +33.5% | -14.9% | +48.5% | +52.2% |
| YTD | +32.2% | -24.1% | +56.2% | +67.1% |
| 1Y | +48.9% | -25.4% | +74.3% | +90.9% |
| 3Y | +222.9% | +8.0% | +214.8% | +184.8% |
| 5Y | +140.7% | -37.3% | +178.0% | +293.7% |
| 10Y | +1,192.7% | +116.8% | +1,075.8% | +603.3% |
| All | +8,771.7% | +424.4% | +8,347.2% | +1,244.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling