+621.7%
TSEM vs SPXL
+141.8%
+479.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +0.7% |
| 7D | -4.9% | -2.5% | -2.3% | -3.8% |
| 30D | -18.7% | -4.2% | -14.5% | -17.3% |
| 3M | -18.1% | +8.1% | -26.2% | -20.1% |
| 6M | +77.1% | +35.6% | +41.5% | +59.3% |
| YTD | +80.1% | +28.8% | +51.3% | +65.1% |
| 1Y | +220.4% | +39.8% | +180.6% | +186.7% |
| 3Y | +650.1% | +221.4% | +428.7% | +427.4% |
| All | +621.7% | +141.8% | +479.8% | +450.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling