+97.2%
TJX vs SPXL
+141.8%
-44.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.8% |
| 7D | -4.6% | -2.5% | -2.1% | -4.1% |
| 30D | -17.2% | -4.2% | -12.9% | -16.4% |
| 3M | -24.9% | +8.1% | -33.0% | -26.5% |
| 6M | -19.7% | +35.6% | -55.3% | -25.9% |
| YTD | -17.2% | +28.8% | -46.0% | -23.0% |
| 1Y | -9.4% | +39.8% | -49.3% | -17.9% |
| 3Y | +43.1% | +221.4% | -178.3% | -0.9% |
| All | +97.2% | +141.8% | -44.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling