+1,275.5%
TRV vs SPXL
+7,495.8%
-6,220.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -2.3% | -5.0% | +2.7% | -1.0% |
| 3M | +22.7% | +7.6% | +15.1% | +19.2% |
| 6M | +21.9% | +33.6% | -11.7% | +10.4% |
| YTD | +27.5% | +28.1% | -0.6% | +16.3% |
| 1Y | +36.2% | +43.6% | -7.4% | +19.5% |
| 3Y | +140.6% | +225.8% | -85.2% | +55.8% |
| 5Y | +154.5% | +140.1% | +14.5% | +64.1% |
| 10Y | +295.4% | +1,248.4% | -953.0% | +22.4% |
| All | +1,275.5% | +7,495.8% | -6,220.3% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling