-18.3%
TOST vs SPXL
+46.8%
-65.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.3% | -1.3% |
| 7D | -0.9% | +1.5% | -2.3% | -1.4% |
| 30D | -3.5% | -3.7% | +0.2% | -2.2% |
| 3M | +38.1% | +8.1% | +30.0% | +33.4% |
| 6M | +9.9% | +39.0% | -29.1% | -5.8% |
| YTD | -6.3% | +29.9% | -36.2% | -16.6% |
| 1Y | -18.3% | +46.6% | -64.9% | -30.9% |
| All | -18.3% | +46.8% | -65.1% | -30.9% |
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 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