+9,649.7%
TDG vs SPXL
+7,356.5%
+2,293.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | -2.7% | -6.0% | +3.3% | -0.5% |
| 30D | -9.3% | -5.8% | -3.5% | -7.4% |
| 3M | -7.1% | +10.9% | -17.9% | -10.9% |
| 6M | -11.2% | +31.9% | -43.1% | -20.5% |
| YTD | -15.3% | +25.8% | -41.0% | -23.1% |
| 1Y | -12.5% | +39.8% | -52.2% | -24.2% |
| 3Y | +51.2% | +219.9% | -168.6% | -9.0% |
| 5Y | +126.1% | +141.1% | -14.9% | +39.7% |
| 10Y | +536.2% | +1,223.7% | -687.4% | +86.9% |
| All | +9,649.7% | +7,356.5% | +2,293.2% | +1,116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling