+219.6%
SPXL vs TXT
+5.5%
+214.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.8% |
| 7D | -1.3% | +0.8% | -2.1% | -2.0% |
| 30D | -5.0% | -10.4% | +5.4% | +4.7% |
| 3M | +7.6% | -14.3% | +21.9% | +22.4% |
| 6M | +33.6% | -15.1% | +48.7% | +52.6% |
| YTD | +28.1% | -8.3% | +36.4% | +32.8% |
| 1Y | +43.6% | -0.7% | +44.3% | +36.0% |
| All | +219.6% | +5.5% | +214.1% | +174.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling