-33.7%
TLT vs SPXL
+140.3%
-174.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | +0.4% | +1.5% | -1.1% | +0.4% |
| 30D | -0.3% | -3.7% | +3.4% | -0.2% |
| 3M | -1.7% | +8.1% | -9.8% | -2.0% |
| 6M | -4.9% | +39.0% | -43.9% | -5.7% |
| YTD | -2.8% | +29.9% | -32.7% | -3.5% |
| 1Y | -4.2% | +46.6% | -50.8% | -5.2% |
| 3Y | -1.1% | +230.5% | -231.6% | -4.6% |
| 5Y | -33.7% | +140.2% | -173.9% | -37.4% |
| All | -33.7% | +140.3% | -174.1% | -37.4% |
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 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