+94.6%
TFC vs SPXL
+224.8%
-130.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.5% | -1.5% |
| 7D | +2.2% | +1.5% | +0.8% | +1.7% |
| 30D | -2.5% | -3.7% | +1.2% | -1.2% |
| 3M | +4.5% | +8.1% | -3.6% | +0.9% |
| 6M | +11.0% | +39.0% | -28.1% | -3.5% |
| YTD | +5.9% | +29.9% | -24.0% | -5.7% |
| 1Y | +14.6% | +46.6% | -32.0% | -3.3% |
| All | +94.6% | +224.8% | -130.2% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling