+226.1%
SPXL vs TXT
+10.4%
+215.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.6% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | -7.8% | +13.3% | -21.2% | -18.1% |
| 3M | -11.9% | -5.0% | -7.0% | -8.7% |
| 6M | -1.7% | -8.4% | +6.7% | +4.0% |
| YTD | +20.8% | -4.0% | +24.8% | +19.0% |
| 1Y | +25.0% | +2.8% | +22.2% | +14.1% |
| 3Y | +226.1% | +10.3% | +215.9% | +168.8% |
| All | +226.1% | +10.4% | +215.7% | +168.8% |
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