+55.6%
TOST vs SPXL
+241.4%
-185.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -2.4% | -0.9% | -1.6% | -2.2% |
| 3M | +34.6% | +2.0% | +32.6% | +31.9% |
| 6M | +15.2% | +33.5% | -18.3% | -3.4% |
| YTD | -4.4% | +32.2% | -36.5% | -19.5% |
| 1Y | -17.4% | +48.9% | -66.3% | -35.2% |
| All | +55.6% | +241.4% | -185.9% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling