+52.0%
TDG vs SPXL
+221.9%
-170.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.5% |
| 7D | -1.9% | -2.5% | +0.7% | -1.2% |
| 30D | -7.7% | -4.2% | -3.5% | -6.6% |
| 3M | -9.3% | +8.1% | -17.4% | -11.6% |
| 6M | -9.4% | +35.6% | -45.0% | -17.5% |
| YTD | -14.3% | +28.8% | -43.1% | -21.0% |
| 1Y | -11.8% | +39.8% | -51.7% | -21.0% |
| 3Y | +52.0% | +221.4% | -169.4% | +2.5% |
| All | +52.0% | +221.9% | -170.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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