-55.4%
TSLL vs SPXL
+256.8%
-312.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -10.3% |
| 7D | +1.9% | +0.1% | +1.8% | +2.2% |
| 30D | +17.8% | -0.9% | +18.6% | +20.1% |
| 3M | -37.0% | +2.0% | -39.0% | -35.6% |
| 6M | -37.7% | +33.5% | -71.2% | -54.4% |
| YTD | -51.4% | +32.2% | -83.5% | -63.9% |
| 1Y | -23.4% | +48.9% | -72.3% | -49.7% |
| 3Y | -30.8% | +222.9% | -253.6% | -74.1% |
| All | -55.4% | +256.8% | -312.2% | -84.8% |
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