+734.7%
TT vs SPXL
+1,078.5%
-343.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.8% | -2.9% | +3.7% | +1.5% |
| 30D | -11.8% | -12.4% | +0.6% | -8.0% |
| 3M | -11.6% | -11.8% | +0.2% | -8.2% |
| 6M | -9.3% | -1.4% | -7.9% | -9.6% |
| YTD | +8.9% | +19.0% | -10.1% | +1.3% |
| 1Y | -2.2% | +18.0% | -20.2% | -8.9% |
| 3Y | +91.9% | +220.0% | -128.1% | +22.5% |
| 5Y | +136.0% | +102.6% | +33.4% | +62.1% |
| 10Y | +734.7% | +1,087.3% | -352.5% | +138.3% |
| All | +734.7% | +1,078.5% | -343.8% | +138.3% |
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