+8,771.7%
SPXL vs TXT
+352.4%
+8,419.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.1% | -4.8% | +4.8% | +4.3% |
| 30D | -0.9% | -10.6% | +9.7% | +8.9% |
| 3M | +2.0% | -13.2% | +15.2% | +13.9% |
| 6M | +33.5% | -20.3% | +53.9% | +60.1% |
| YTD | +32.2% | -9.3% | +41.4% | +40.1% |
| 1Y | +48.9% | -2.7% | +51.6% | +48.3% |
| 3Y | +222.9% | +1.4% | +221.5% | +215.9% |
| 5Y | +140.7% | +9.6% | +131.2% | +137.0% |
| 10Y | +1,192.7% | +94.9% | +1,097.8% | +758.0% |
| All | +8,771.7% | +352.4% | +8,419.3% | +3,192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling