+38.8%
TMUS vs SPXL
+231.8%
-192.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -0.3% | +1.5% | -1.7% | -0.3% |
| 30D | +3.1% | -3.7% | +6.8% | +3.3% |
| 3M | +2.4% | +8.1% | -5.7% | +1.9% |
| 6M | -17.1% | +39.0% | -56.1% | -19.0% |
| YTD | -9.1% | +29.9% | -39.0% | -10.8% |
| 1Y | -23.6% | +46.6% | -70.2% | -26.2% |
| 3Y | +38.8% | +230.5% | -191.7% | +17.4% |
| All | +38.8% | +231.8% | -192.9% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling