+1,199.1%
SPXL vs TXT
+107.7%
+1,091.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | 0.0% |
| 7D | -2.5% | +2.5% | -5.0% | -5.1% |
| 30D | -4.2% | -8.9% | +4.6% | +5.5% |
| 3M | +8.1% | -13.6% | +21.7% | +24.3% |
| 6M | +35.6% | -13.1% | +48.7% | +54.3% |
| YTD | +28.8% | -7.0% | +35.8% | +33.8% |
| 1Y | +39.8% | -1.4% | +41.2% | +35.6% |
| 3Y | +221.4% | +7.0% | +214.4% | +184.4% |
| 5Y | +146.9% | +15.4% | +131.5% | +115.1% |
| All | +1,199.1% | +107.7% | +1,091.3% | +582.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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