+2,664.3%
TSLA vs SPXL
+1,271.9%
+1,392.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.8% |
| 7D | +3.2% | -2.5% | +5.7% | +4.6% |
| 30D | +11.6% | -4.2% | +15.8% | +14.4% |
| 3M | -8.4% | +8.1% | -16.6% | -11.9% |
| 6M | -10.4% | +35.6% | -46.0% | -24.2% |
| YTD | -18.7% | +28.8% | -47.5% | -29.5% |
| 1Y | -0.9% | +39.8% | -40.7% | -17.7% |
| 3Y | +33.6% | +221.4% | -187.8% | -27.8% |
| 5Y | +48.9% | +146.9% | -98.0% | -13.0% |
| All | +2,664.3% | +1,271.9% | +1,392.4% | +599.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling