-25.4%
TMUS vs SPXL
+44.5%
-69.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.6% |
| 7D | -5.3% | -1.3% | -4.0% | -5.4% |
| 30D | +0.1% | -5.0% | +5.1% | -0.5% |
| 3M | -0.6% | +7.6% | -8.2% | +0.9% |
| 6M | -17.5% | +33.6% | -51.1% | -13.1% |
| YTD | -11.3% | +28.1% | -39.4% | -6.8% |
| 1Y | -25.4% | +43.6% | -69.0% | -19.1% |
| All | -25.4% | +44.5% | -69.9% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling