+8,929.0%
TSM vs SPXL
+7,227.9%
+1,701.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.9% | +0.4% | +2.8% |
| 7D | +4.4% | -3.8% | +8.2% | +6.1% |
| 30D | -7.0% | -8.8% | +1.8% | -3.6% |
| 3M | -1.8% | -7.4% | +5.6% | +1.1% |
| 6M | +2.7% | +1.8% | +0.9% | +2.3% |
| YTD | +37.1% | +23.6% | +13.5% | +27.1% |
| 1Y | +43.5% | +21.7% | +21.7% | +33.7% |
| 3Y | +341.5% | +232.4% | +109.1% | +181.8% |
| 5Y | +278.9% | +110.4% | +168.5% | +164.2% |
| 10Y | +1,641.8% | +1,140.4% | +501.4% | +454.0% |
| All | +8,929.0% | +7,227.9% | +1,701.1% | +988.0% |
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 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