+237.8%
TMUS vs SPXL
+1,102.8%
-865.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +4.9% | +7.4% | -2.5% | +3.3% |
| 30D | +7.7% | -7.8% | +15.5% | +9.1% |
| 3M | -6.8% | -11.9% | +5.1% | -4.9% |
| 6M | -9.7% | -1.7% | -7.9% | -10.6% |
| YTD | -15.0% | +20.8% | -35.8% | -20.5% |
| 1Y | -19.1% | +25.0% | -44.1% | -25.2% |
| 3Y | +21.4% | +226.1% | -204.7% | -16.7% |
| 5Y | +51.2% | +101.1% | -49.9% | +9.8% |
| All | +237.8% | +1,102.8% | -865.1% | +14.8% |
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