-5.6%
TLT vs SPXL
+29.9%
-35.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.5% |
| 7D | +1.0% | -2.5% | +3.4% | +1.1% |
| 30D | +6.0% | -4.3% | +10.4% | +6.3% |
| 3M | -0.9% | -4.2% | +3.3% | -0.7% |
| 6M | -2.3% | +15.0% | -17.3% | -3.4% |
| YTD | -3.3% | +28.4% | -31.7% | -5.5% |
| 1Y | -5.6% | +30.3% | -35.9% | -7.7% |
| All | -5.6% | +29.9% | -35.5% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling