-35.3%
TSLL vs SPXL
+223.9%
-259.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -10.0% |
| 7D | +1.9% | +0.1% | +1.8% | +2.3% |
| 30D | +17.8% | -0.9% | +18.6% | +20.4% |
| 3M | -37.0% | +2.0% | -39.0% | -35.8% |
| 6M | -37.7% | +33.5% | -71.2% | -57.6% |
| YTD | -51.4% | +32.2% | -83.5% | -66.5% |
| 1Y | -23.4% | +48.9% | -72.3% | -54.9% |
| All | -35.3% | +223.9% | -259.2% | -80.3% |
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