-37.7%
TSLL vs SPXL
+35.5%
-73.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +20.3% |
| 3M | -37.0% | +2.0% | -39.0% | -37.2% |
| 6M | -37.7% | +33.5% | -71.2% | -51.0% |
| All | -37.7% | +35.5% | -73.2% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling