+306.7%
TPR vs SPXL
+1,177.5%
-870.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.6% |
| 7D | -7.3% | -1.3% | -6.0% | -6.7% |
| 30D | -30.7% | -5.0% | -25.7% | -29.3% |
| 3M | -21.6% | +7.6% | -29.2% | -25.1% |
| 6M | -21.3% | +33.6% | -54.9% | -32.6% |
| YTD | -10.2% | +28.1% | -38.3% | -21.8% |
| 1Y | +9.5% | +43.6% | -34.1% | -10.0% |
| 3Y | +280.8% | +225.8% | +55.0% | +96.9% |
| 5Y | +218.7% | +140.1% | +78.6% | +73.9% |
| 10Y | +306.7% | +1,248.4% | -941.7% | -14.1% |
| All | +306.7% | +1,177.5% | -870.8% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling