+507.4%
SPXL vs TW
+206.7%
+300.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.2% |
| 7D | -2.5% | -4.5% | +1.9% | +0.9% |
| 30D | -4.2% | -2.3% | -2.0% | -2.8% |
| 3M | +8.1% | +2.6% | +5.5% | +2.8% |
| 6M | +35.6% | -17.5% | +53.2% | +51.5% |
| YTD | +28.8% | -5.3% | +34.1% | +25.7% |
| 1Y | +39.8% | -14.8% | +54.6% | +48.5% |
| 3Y | +221.4% | +18.8% | +202.5% | +139.1% |
| 5Y | +146.9% | +20.7% | +126.2% | +79.9% |
| All | +507.4% | +206.7% | +300.7% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling