+95.3%
TFC vs SPXL
+1,239.4%
-1,144.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -2.5% | -6.0% | +3.5% | 0.0% |
| 30D | -2.8% | -5.8% | +2.9% | -0.5% |
| 3M | +2.1% | +10.9% | -8.7% | -2.9% |
| 6M | +10.1% | +31.9% | -21.8% | -3.5% |
| YTD | +5.4% | +25.8% | -20.3% | -6.1% |
| 1Y | +16.3% | +39.8% | -23.4% | -1.4% |
| 3Y | +95.9% | +219.9% | -124.0% | +11.1% |
| 5Y | +16.0% | +141.1% | -125.1% | -32.6% |
| All | +95.3% | +1,239.4% | -1,144.1% | -55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling