+674.3%
TMUS vs SPXL
+7,152.3%
-6,478.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.4% |
| 7D | +6.5% | +9.6% | -3.1% | +3.7% |
| 30D | +11.3% | -9.8% | +21.0% | +13.8% |
| 3M | -2.9% | -9.1% | +6.2% | -1.2% |
| 6M | -10.5% | +1.1% | -11.7% | -12.6% |
| YTD | -14.4% | +22.3% | -36.7% | -22.2% |
| 1Y | -17.9% | +20.3% | -38.2% | -25.2% |
| 3Y | +21.9% | +229.0% | -207.1% | -25.4% |
| 5Y | +52.1% | +103.6% | -51.5% | -1.1% |
| 10Y | +242.4% | +1,127.6% | -885.2% | -7.0% |
| All | +674.3% | +7,152.3% | -6,478.0% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling