+1,435.0%
TEL vs SPXL
+7,495.8%
-6,060.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.8% |
| 30D | -4.1% | -5.0% | +0.9% | -2.1% |
| 3M | -2.6% | +7.6% | -10.2% | -5.8% |
| 6M | 0.0% | +33.6% | -33.6% | -12.1% |
| YTD | -9.1% | +28.1% | -37.2% | -18.7% |
| 1Y | -0.8% | +43.6% | -44.5% | -15.7% |
| 3Y | +67.4% | +225.8% | -158.5% | -4.4% |
| 5Y | +51.8% | +140.1% | -88.3% | -10.0% |
| 10Y | +299.4% | +1,248.4% | -949.0% | -9.5% |
| All | +1,435.0% | +7,495.8% | -6,060.8% | +1.7% |
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