+1,779.8%
TSM vs SPXL
+1,271.9%
+507.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.2% |
| 7D | +1.0% | -2.5% | +3.5% | +2.0% |
| 30D | +1.0% | -4.2% | +5.2% | +2.6% |
| 3M | +2.9% | +8.1% | -5.2% | -0.2% |
| 6M | +22.8% | +35.6% | -12.8% | +9.0% |
| YTD | +43.3% | +28.8% | +14.5% | +29.8% |
| 1Y | +69.2% | +39.8% | +29.4% | +48.4% |
| 3Y | +404.5% | +221.4% | +183.1% | +217.5% |
| 5Y | +282.2% | +146.9% | +135.3% | +145.6% |
| All | +1,779.8% | +1,271.9% | +507.9% | +466.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling