-19.1%
TMUS vs SPXL
+20.3%
-39.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.8% |
| 7D | +4.9% | +7.4% | -2.5% | +5.8% |
| 30D | +7.7% | -7.8% | +15.5% | +6.4% |
| 3M | -6.8% | -11.9% | +5.1% | -8.3% |
| 6M | -9.7% | -1.7% | -7.9% | -9.3% |
| YTD | -15.0% | +20.8% | -35.8% | -11.1% |
| 1Y | -19.1% | +25.0% | -44.1% | -15.4% |
| All | -19.1% | +20.3% | -39.4% | -15.4% |
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