+244.6%
TMUS vs SPXL
+1,146.6%
-901.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.0% |
| 7D | +8.2% | -3.8% | +11.9% | +8.8% |
| 30D | +13.4% | -8.8% | +22.2% | +15.1% |
| 3M | -3.0% | -7.4% | +4.4% | -2.1% |
| 6M | -8.8% | +1.8% | -10.5% | -10.4% |
| YTD | -13.8% | +23.6% | -37.4% | -19.9% |
| 1Y | -17.1% | +21.7% | -38.8% | -22.8% |
| 3Y | +22.7% | +232.4% | -209.7% | -16.2% |
| 5Y | +52.8% | +110.4% | -57.6% | +9.7% |
| 10Y | +244.6% | +1,140.4% | -895.7% | +16.6% |
| All | +244.6% | +1,146.6% | -901.9% | +16.6% |
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