+444.2%
SPXL vs TXG
+24.6%
+419.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.4% |
| 7D | -1.3% | +9.1% | -10.4% | -4.6% |
| 30D | -5.0% | +14.9% | -19.9% | -10.3% |
| 3M | +7.6% | +120.0% | -112.4% | -22.3% |
| 6M | +33.6% | +221.8% | -188.2% | -18.2% |
| YTD | +28.1% | +312.6% | -284.5% | -30.0% |
| 1Y | +43.6% | +398.4% | -354.8% | -29.5% |
| 3Y | +225.8% | +42.1% | +183.7% | +133.4% |
| 5Y | +140.1% | -63.5% | +203.5% | +158.2% |
| All | +444.2% | +24.6% | +419.5% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling