+46.6%
TLT vs SPXL
+7,736.1%
-7,689.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | -0.9% | +0.3% | -0.6% |
| 3M | -2.7% | +2.0% | -4.8% | -2.4% |
| 6M | -5.6% | +33.5% | -39.1% | -3.0% |
| YTD | -2.8% | +32.2% | -34.9% | -0.1% |
| 1Y | -1.4% | +48.9% | -50.3% | +2.5% |
| 3Y | -1.6% | +222.9% | -224.4% | +11.7% |
| 5Y | -33.8% | +140.7% | -174.5% | -25.2% |
| 10Y | -21.1% | +1,192.7% | -1,213.8% | +22.2% |
| All | +46.6% | +7,736.1% | -7,689.5% | +235.5% |
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