+346.0%
SPXL vs TSLQ
-97.2%
+443.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.1% |
| 7D | -2.5% | -6.6% | +4.1% | -4.3% |
| 30D | -4.2% | -24.3% | +20.1% | -10.4% |
| 3M | +8.1% | -3.6% | +11.7% | +12.3% |
| 6M | +35.6% | -12.0% | +47.6% | +42.8% |
| YTD | +28.8% | +1.4% | +27.4% | +43.5% |
| 1Y | +39.8% | -43.6% | +83.4% | +38.1% |
| 3Y | +221.4% | -95.4% | +316.8% | +150.6% |
| All | +346.0% | -97.2% | +443.3% | +275.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling