+194.8%
TFC vs SPXL
+7,736.1%
-7,541.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -1.3% | -0.9% | -0.4% | -1.0% |
| 3M | +6.1% | +2.0% | +4.0% | +3.8% |
| 6M | +7.3% | +33.5% | -26.2% | -7.6% |
| YTD | +8.2% | +32.2% | -24.0% | -6.7% |
| 1Y | +14.4% | +48.9% | -34.5% | -7.2% |
| 3Y | +93.7% | +222.9% | -129.1% | +3.9% |
| 5Y | +16.4% | +140.7% | -124.3% | -36.0% |
| 10Y | +101.6% | +1,192.7% | -1,091.1% | -60.4% |
| All | +194.8% | +7,736.1% | -7,541.3% | -86.7% |
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