-12.6%
TOST vs SPXL
+19.5%
-32.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -4.7% | +9.6% | -14.2% | -7.2% |
| 30D | +8.5% | -9.8% | +18.3% | +11.5% |
| 3M | -1.6% | -9.1% | +7.5% | +0.7% |
| 6M | +44.1% | +1.1% | +43.0% | +41.5% |
| YTD | -5.6% | +22.3% | -27.9% | -13.6% |
| 1Y | -12.6% | +20.3% | -32.8% | -19.5% |
| All | -12.6% | +19.5% | -32.0% | -19.5% |
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