-20.2%
TJX vs SPXL
+31.5%
-51.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.3% |
| 7D | -4.4% | -6.0% | +1.6% | -4.0% |
| 30D | -18.6% | -5.8% | -12.8% | -18.3% |
| 3M | -24.4% | +10.9% | -35.2% | -25.0% |
| 6M | -20.2% | +31.9% | -52.2% | -25.7% |
| All | -20.2% | +31.5% | -51.8% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling