+721.7%
TMUS vs SPXL
+7,736.1%
-7,014.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.2% | -3.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +5.3% | -0.9% | +6.1% | +5.4% |
| 3M | +3.1% | +2.0% | +1.1% | +1.7% |
| 6M | -16.5% | +33.5% | -50.0% | -24.9% |
| YTD | -9.2% | +32.2% | -41.3% | -18.5% |
| 1Y | -26.5% | +48.9% | -75.4% | -37.0% |
| 3Y | +39.0% | +222.9% | -183.8% | -13.7% |
| 5Y | +40.4% | +140.7% | -100.3% | -13.0% |
| 10Y | +303.7% | +1,192.7% | -889.0% | +9.2% |
| All | +721.7% | +7,736.1% | -7,014.3% | -16.9% |
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