+253.1%
TSEM vs SPXL
+52.0%
+201.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.2% | +9.1% | +9.0% |
| 7D | +6.9% | +0.1% | +6.8% | +6.7% |
| 30D | +5.3% | -0.9% | +6.2% | +6.1% |
| 3M | -14.9% | +2.0% | -16.9% | -16.4% |
| 6M | +80.0% | +33.5% | +46.5% | +39.7% |
| YTD | +89.4% | +32.2% | +57.2% | +46.9% |
| 1Y | +253.1% | +48.9% | +204.2% | +163.9% |
| All | +253.1% | +52.0% | +201.1% | +163.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling