-52.1%
TSLL vs SPXL
+224.8%
-277.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.0% | +3.9% | +2.0% |
| 7D | -14.3% | -0.9% | -13.4% | -12.5% |
| 30D | -6.2% | -11.4% | +5.2% | +10.8% |
| 3M | +21.2% | -10.8% | +32.0% | +43.0% |
| 6M | -36.6% | -0.3% | -36.3% | -32.1% |
| YTD | -47.8% | +20.3% | -68.1% | -55.8% |
| 1Y | -45.2% | +24.7% | -70.0% | -55.5% |
| 3Y | -3.3% | +238.6% | -241.8% | -63.5% |
| All | -52.1% | +224.8% | -277.0% | -81.4% |
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 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