-19.7%
TSCO vs SPXL
+221.9%
-241.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -2.0% |
| 7D | -5.7% | -2.5% | -3.1% | -5.2% |
| 30D | -8.8% | -4.2% | -4.5% | -8.0% |
| 3M | +6.3% | +8.1% | -1.8% | +4.2% |
| 6M | -32.3% | +35.6% | -67.9% | -37.2% |
| YTD | -32.7% | +28.8% | -61.5% | -37.1% |
| 1Y | -43.7% | +39.8% | -83.5% | -48.6% |
| 3Y | -19.7% | +221.4% | -241.0% | -47.9% |
| All | -19.7% | +221.9% | -241.6% | -47.9% |
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