+145.2%
SPXL vs TXG
-62.8%
+208.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +1.2% |
| 7D | -2.5% | +9.5% | -12.0% | -5.8% |
| 30D | -4.2% | +18.8% | -23.0% | -10.7% |
| 3M | +8.1% | +136.1% | -128.0% | -23.9% |
| 6M | +35.6% | +235.2% | -199.6% | -18.1% |
| YTD | +28.8% | +320.5% | -291.7% | -30.0% |
| 1Y | +39.8% | +425.2% | -385.4% | -32.7% |
| 3Y | +221.4% | +42.9% | +178.5% | +132.8% |
| All | +145.2% | -62.8% | +208.0% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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