+637.8%
TSEM vs SPXL
+214.3%
+423.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -2.8% |
| 7D | +0.9% | -6.0% | +6.9% | +4.9% |
| 30D | -16.6% | -5.8% | -10.9% | -13.5% |
| 3M | -10.9% | +10.9% | -21.8% | -15.4% |
| 6M | +78.0% | +31.9% | +46.1% | +53.2% |
| YTD | +77.2% | +25.8% | +51.5% | +56.5% |
| 1Y | +207.6% | +39.8% | +167.8% | +158.2% |
| All | +637.8% | +214.3% | +423.5% | +338.4% |
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