+8,010.4%
SPXL vs TXT
+378.7%
+7,631.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.2% |
| 3M | -11.9% | -5.0% | -7.0% | -9.5% |
| 6M | -1.7% | -8.4% | +6.7% | +3.2% |
| YTD | +20.8% | -4.0% | +24.8% | +20.2% |
| 1Y | +25.0% | +2.8% | +22.2% | +17.3% |
| 3Y | +226.1% | +10.3% | +215.9% | +192.7% |
| 5Y | +101.1% | +9.2% | +91.9% | +95.3% |
| 10Y | +1,112.6% | +89.6% | +1,023.0% | +703.8% |
| All | +8,010.4% | +378.7% | +7,631.6% | +2,725.0% |
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