+39.8%
SPXL vs TSLQ
-49.6%
+89.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.2% |
| 7D | -2.5% | -6.6% | +4.1% | -4.1% |
| 30D | -4.2% | -24.3% | +20.1% | -9.9% |
| 3M | +8.1% | -3.6% | +11.7% | +11.9% |
| 6M | +35.6% | -12.0% | +47.6% | +41.6% |
| YTD | +28.8% | +1.4% | +27.4% | +40.2% |
| 1Y | +39.8% | -43.6% | +83.4% | +46.0% |
| All | +39.8% | -49.6% | +89.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling