-8.9%
TOST vs SPXL
+21.4%
-30.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.0% | -6.7% | -1.7% |
| 7D | +4.0% | -0.9% | +4.9% | +3.8% |
| 30D | +11.1% | -11.4% | +22.4% | +14.7% |
| 3M | +0.8% | -10.8% | +11.7% | +3.8% |
| 6M | +38.8% | -0.3% | +39.1% | +36.8% |
| YTD | -2.1% | +20.3% | -22.4% | -10.0% |
| All | -8.9% | +21.4% | -30.3% | -16.0% |
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