+42.7%
TLT vs SPXL
+7,063.6%
-7,020.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.5% |
| 7D | -3.1% | +7.4% | -10.5% | -2.5% |
| 30D | +1.0% | -7.8% | +8.9% | +0.5% |
| 3M | -2.7% | -11.9% | +9.2% | -3.6% |
| 6M | -4.1% | -1.7% | -2.4% | -4.0% |
| YTD | -5.4% | +20.8% | -26.2% | -3.3% |
| 1Y | -7.0% | +25.0% | -32.0% | -4.7% |
| 3Y | +2.8% | +226.1% | -223.3% | +17.1% |
| 5Y | -35.4% | +101.1% | -136.5% | -28.3% |
| 10Y | -13.1% | +1,112.6% | -1,125.7% | +34.2% |
| All | +42.7% | +7,063.6% | -7,020.9% | +224.7% |
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 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