+213.8%
SPXL vs TSLQ
-95.5%
+309.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.2% |
| 7D | -6.0% | +5.7% | -11.7% | -4.5% |
| 30D | -5.8% | -21.1% | +15.3% | -10.4% |
| 3M | +10.9% | -11.5% | +22.4% | +12.5% |
| 6M | +31.9% | -14.9% | +46.8% | +37.3% |
| YTD | +25.8% | +2.4% | +23.3% | +39.2% |
| 1Y | +39.8% | -49.8% | +89.5% | +34.9% |
| All | +213.8% | -95.5% | +309.3% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling