+580.9%
TGT vs SPXL
+7,495.8%
-6,914.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | -3.6% | -1.3% | -2.3% | -3.2% |
| 30D | +4.4% | -5.0% | +9.4% | +5.9% |
| 3M | +25.4% | +7.6% | +17.8% | +22.0% |
| 6M | +33.4% | +33.6% | -0.2% | +21.3% |
| YTD | +65.6% | +28.1% | +37.5% | +51.9% |
| 1Y | +80.3% | +43.6% | +36.6% | +59.5% |
| 3Y | +42.1% | +225.8% | -183.7% | -4.5% |
| 5Y | -25.0% | +140.1% | -165.1% | -48.1% |
| 10Y | +208.2% | +1,248.4% | -1,040.2% | +11.6% |
| All | +580.9% | +7,495.8% | -6,914.9% | +1.5% |
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