+2,356.3%
TJX vs SPXL
+7,537.4%
-5,181.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | -4.6% | -2.5% | -2.1% | -3.9% |
| 30D | -17.2% | -4.2% | -12.9% | -16.2% |
| 3M | -24.9% | +8.1% | -33.0% | -27.0% |
| 6M | -19.7% | +35.6% | -55.3% | -27.5% |
| YTD | -17.2% | +28.8% | -46.0% | -24.5% |
| 1Y | -9.4% | +39.8% | -49.3% | -19.9% |
| 3Y | +43.1% | +221.4% | -178.3% | -6.9% |
| 5Y | +96.7% | +146.9% | -50.2% | +28.6% |
| 10Y | +287.7% | +1,255.8% | -968.0% | +32.4% |
| All | +2,356.3% | +7,537.4% | -5,181.1% | +290.3% |
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