+56.5%
TEL vs SPXL
+141.8%
-85.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.6% |
| 7D | +1.6% | -2.5% | +4.1% | +2.7% |
| 30D | -0.7% | -4.2% | +3.6% | +1.1% |
| 3M | +2.4% | +8.1% | -5.7% | -1.0% |
| 6M | +4.1% | +35.6% | -31.5% | -8.7% |
| YTD | -5.8% | +28.8% | -34.6% | -15.8% |
| 1Y | +0.9% | +39.8% | -38.9% | -12.8% |
| 3Y | +72.6% | +221.4% | -148.8% | +1.9% |
| All | +56.5% | +141.8% | -85.3% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling