+317.8%
TMUS vs SPXL
+1,177.5%
-859.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -5.3% | -1.3% | -4.0% | -5.0% |
| 30D | +0.1% | -5.0% | +5.1% | +1.2% |
| 3M | -0.6% | +7.6% | -8.2% | -2.7% |
| 6M | -17.5% | +33.6% | -51.1% | -23.8% |
| YTD | -11.3% | +28.1% | -39.4% | -17.6% |
| 1Y | -25.4% | +43.6% | -69.0% | -33.0% |
| 3Y | +35.5% | +225.8% | -190.3% | -6.7% |
| 5Y | +41.9% | +140.1% | -98.2% | -1.5% |
| 10Y | +317.8% | +1,248.4% | -930.6% | +32.6% |
| All | +317.8% | +1,177.5% | -859.7% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling