-20.8%
TLT vs SPXL
+1,239.4%
-1,260.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -1.2% |
| 7D | -1.6% | -6.0% | +4.4% | -1.8% |
| 30D | -1.3% | -5.8% | +4.4% | -1.6% |
| 3M | -3.7% | +10.9% | -14.6% | -3.3% |
| 6M | -6.4% | +31.9% | -38.3% | -5.1% |
| YTD | -4.5% | +25.8% | -30.2% | -3.4% |
| 1Y | -5.9% | +39.8% | -45.6% | -4.3% |
| 3Y | -2.8% | +219.9% | -222.7% | +4.0% |
| 5Y | -35.1% | +141.1% | -176.1% | -30.9% |
| All | -20.8% | +1,239.4% | -1,260.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling