+1,643.1%
TSM vs SPXL
+1,102.8%
+540.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.2% |
| 7D | +6.2% | +7.4% | -1.2% | +3.1% |
| 30D | -7.3% | -7.8% | +0.6% | -4.1% |
| 3M | -7.1% | -11.9% | +4.8% | -2.2% |
| 6M | +0.2% | -1.7% | +2.0% | +1.2% |
| YTD | +32.2% | +20.8% | +11.4% | +23.0% |
| 1Y | +42.8% | +25.0% | +17.8% | +31.0% |
| 3Y | +330.4% | +226.1% | +104.3% | +171.1% |
| 5Y | +263.9% | +101.1% | +162.8% | +152.6% |
| All | +1,643.1% | +1,102.8% | +540.2% | +440.6% |
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