+1,488.7%
TMO vs SPXL
+7,356.5%
-5,867.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | -2.5% | -6.0% | +3.5% | -0.6% |
| 30D | -0.3% | -5.8% | +5.5% | +1.5% |
| 3M | +25.3% | +10.9% | +14.4% | +20.4% |
| 6M | +20.9% | +31.9% | -11.1% | +9.5% |
| YTD | +4.3% | +25.8% | -21.4% | -4.3% |
| 1Y | +27.0% | +39.8% | -12.7% | +12.2% |
| 3Y | +17.5% | +219.9% | -202.3% | -24.0% |
| 5Y | +6.9% | +141.1% | -134.1% | -29.9% |
| 10Y | +332.0% | +1,223.7% | -891.7% | +33.8% |
| All | +1,488.7% | +7,356.5% | -5,867.8% | +124.0% |
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