+9,243.8%
TSM vs SPXL
+7,736.1%
+1,507.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +2.7% | +0.1% | +2.7% | +2.7% |
| 30D | +3.6% | -0.9% | +4.5% | +3.9% |
| 3M | -3.4% | +2.0% | -5.4% | -3.9% |
| 6M | +20.6% | +33.5% | -12.9% | +8.6% |
| YTD | +41.9% | +32.2% | +9.7% | +28.2% |
| 1Y | +84.4% | +48.9% | +35.5% | +59.5% |
| 3Y | +380.2% | +222.9% | +157.4% | +208.3% |
| 5Y | +275.3% | +140.7% | +134.6% | +148.7% |
| 10Y | +1,751.4% | +1,192.7% | +558.7% | +477.8% |
| All | +9,243.8% | +7,736.1% | +1,507.8% | +997.4% |
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