+10.6%
TMO vs SPXL
+141.8%
-131.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.4% |
| 7D | -0.6% | -2.5% | +1.9% | +0.1% |
| 30D | +1.1% | -4.2% | +5.4% | +2.3% |
| 3M | +28.3% | +8.1% | +20.2% | +24.6% |
| 6M | +23.3% | +35.6% | -12.3% | +11.3% |
| YTD | +5.5% | +28.8% | -23.4% | -3.5% |
| 1Y | +24.5% | +39.8% | -15.3% | +10.6% |
| 3Y | +19.6% | +221.4% | -201.8% | -21.8% |
| All | +10.6% | +141.8% | -131.2% | -28.1% |
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