+285.0%
TSM vs SPXL
+137.2%
+147.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.1% |
| 7D | +4.8% | -1.3% | +6.1% | +5.3% |
| 30D | +4.0% | -5.0% | +9.0% | +6.5% |
| 3M | +2.0% | +7.6% | -5.6% | -1.5% |
| 6M | +25.5% | +33.6% | -8.1% | +9.6% |
| YTD | +44.0% | +28.1% | +15.9% | +28.2% |
| 1Y | +75.4% | +43.6% | +31.8% | +48.2% |
| 3Y | +406.7% | +225.8% | +180.9% | +194.6% |
| 5Y | +285.0% | +140.1% | +144.9% | +135.9% |
| All | +285.0% | +137.2% | +147.8% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling