+512.8%
SPXL vs TW
+211.4%
+301.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | +0.7% |
| 7D | +1.5% | -3.5% | +4.9% | +4.1% |
| 30D | -3.7% | +0.5% | -4.2% | -4.3% |
| 3M | +8.1% | +4.9% | +3.2% | +0.8% |
| 6M | +39.0% | -17.1% | +56.2% | +54.9% |
| YTD | +29.9% | -3.9% | +33.8% | +25.4% |
| 1Y | +46.6% | -13.3% | +59.9% | +53.5% |
| 3Y | +230.5% | +20.9% | +209.6% | +142.6% |
| 5Y | +140.2% | +20.5% | +119.7% | +75.8% |
| All | +512.8% | +211.4% | +301.3% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling