+93.6%
TFC vs SPXL
+232.1%
-138.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +0.1% | +9.6% | -9.5% | -3.0% |
| 30D | +8.6% | -9.8% | +18.4% | +11.8% |
| 3M | -4.3% | -9.1% | +4.7% | -2.0% |
| 6M | +5.4% | +1.1% | +4.3% | +3.1% |
| YTD | +4.5% | +22.3% | -17.8% | -5.5% |
| 1Y | +14.0% | +20.3% | -6.3% | +3.4% |
| All | +93.6% | +232.1% | -138.5% | +0.1% |
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