+8,010.4%
SPXL vs TRMB
+390.7%
+7,619.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | +7.4% | +2.8% | +4.6% | +4.6% |
| 30D | -7.8% | -5.9% | -2.0% | -6.0% |
| 3M | -11.9% | -3.3% | -8.6% | -13.1% |
| 6M | -1.7% | +1.3% | -3.1% | -9.1% |
| YTD | +20.8% | -29.0% | +49.8% | +56.3% |
| 1Y | +25.0% | -27.8% | +52.8% | +59.1% |
| 3Y | +226.1% | +36.3% | +189.8% | +123.4% |
| 5Y | +101.1% | -35.8% | +136.9% | +208.4% |
| 10Y | +1,112.6% | +103.1% | +1,009.5% | +574.6% |
| All | +8,010.4% | +390.7% | +7,619.7% | +1,158.3% |
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