-0.8%
TOST vs SPXL
+29.9%
-30.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.8% | +0.6% | +3.8% |
| 7D | +10.7% | -2.5% | +13.2% | +11.6% |
| 30D | +17.7% | -4.3% | +22.1% | +19.4% |
| 3M | +4.6% | -4.2% | +8.8% | +5.9% |
| 6M | +20.3% | +15.0% | +5.2% | +11.9% |
| YTD | -0.4% | +28.4% | -28.8% | -10.7% |
| 1Y | -0.8% | +30.3% | -31.1% | -12.1% |
| All | -0.8% | +29.9% | -30.6% | -12.1% |
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