+145.0%
TRV vs SPXL
+221.9%
-76.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.8% |
| 7D | +1.9% | -2.5% | +4.5% | +2.2% |
| 30D | +1.7% | -4.2% | +5.9% | +2.2% |
| 3M | +23.9% | +8.1% | +15.8% | +22.4% |
| 6M | +26.3% | +35.6% | -9.3% | +20.3% |
| YTD | +30.8% | +28.8% | +2.0% | +25.3% |
| 1Y | +36.3% | +39.8% | -3.5% | +28.5% |
| 3Y | +145.0% | +221.4% | -76.4% | +102.1% |
| All | +145.0% | +221.9% | -76.9% | +102.1% |
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 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