+80.5%
TSEM vs SPXL
+29.9%
+50.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.8% | -13.6% | -14.0% |
| 7D | -23.1% | -2.5% | -20.6% | -21.0% |
| 30D | -40.4% | -4.3% | -36.0% | -37.0% |
| 3M | -37.9% | -4.2% | -33.6% | -34.3% |
| 6M | -30.8% | +15.0% | -45.8% | -38.3% |
| YTD | +26.7% | +28.4% | -1.7% | +0.1% |
| 1Y | +80.5% | +30.3% | +50.2% | +40.7% |
| All | +80.5% | +29.9% | +50.6% | +40.7% |
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 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