-18.4%
TSLL vs SPXL
+212.3%
-230.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +7.5% |
| 7D | -21.2% | -8.7% | -12.5% | -9.2% |
| 30D | -13.3% | -16.9% | +3.6% | +15.5% |
| 3M | +15.4% | -15.2% | +30.6% | +50.1% |
| 6M | -34.2% | -5.5% | -28.7% | -24.1% |
| YTD | -52.9% | +12.4% | -65.4% | -58.6% |
| 1Y | -54.3% | +16.9% | -71.2% | -62.2% |
| 3Y | -18.4% | +211.8% | -230.2% | -71.7% |
| All | -18.4% | +212.3% | -230.7% | -71.7% |
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 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