-56.8%
TSLL vs SPXL
+203.6%
-260.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +7.7% |
| 7D | -21.2% | -8.7% | -12.5% | -10.9% |
| 30D | -13.3% | -16.9% | +3.6% | +10.9% |
| 3M | +15.4% | -15.2% | +30.6% | +44.9% |
| 6M | -34.2% | -5.5% | -28.7% | -24.6% |
| YTD | -52.9% | +12.4% | -65.4% | -56.6% |
| 1Y | -54.3% | +16.9% | -71.2% | -59.8% |
| 3Y | -18.4% | +211.8% | -230.2% | -66.1% |
| All | -56.8% | +203.6% | -260.4% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling