+21.3%
TFC vs SPXL
+29.9%
-8.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.8% | -1.9% | +2.0% |
| 7D | +5.1% | -2.5% | +7.5% | +5.5% |
| 30D | +9.8% | -4.3% | +14.1% | +10.7% |
| 3M | -2.4% | -4.2% | +1.8% | -1.8% |
| 6M | +4.9% | +15.0% | -10.1% | +0.2% |
| YTD | +6.6% | +28.4% | -21.9% | -2.0% |
| 1Y | +21.3% | +30.3% | -9.0% | +11.3% |
| All | +21.3% | +29.9% | -8.6% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling