+43.1%
TJX vs SPXL
+221.9%
-178.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | -4.6% | -2.5% | -2.1% | -4.2% |
| 30D | -17.2% | -4.2% | -12.9% | -16.7% |
| 3M | -24.9% | +8.1% | -33.0% | -26.0% |
| 6M | -19.7% | +35.6% | -55.3% | -24.2% |
| YTD | -17.2% | +28.8% | -46.0% | -21.4% |
| 1Y | -9.4% | +39.8% | -49.3% | -15.6% |
| 3Y | +43.1% | +221.4% | -178.3% | +7.4% |
| All | +43.1% | +221.9% | -178.9% | +7.4% |
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