-5.5%
TOST vs SPXL
+20.3%
-25.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.8% |
| 7D | 0.0% | +7.4% | -7.4% | -2.1% |
| 30D | +16.2% | -7.8% | +24.0% | +18.3% |
| 3M | -1.5% | -11.9% | +10.4% | +1.7% |
| 6M | +55.3% | -1.7% | +57.0% | +54.0% |
| YTD | -2.3% | +20.8% | -23.1% | -9.9% |
| 1Y | -5.5% | +25.0% | -30.5% | -14.4% |
| All | -5.5% | +20.3% | -25.8% | -14.4% |
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