+1.3%
TT vs SPXL
+19.5%
-18.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +8.1% | +9.6% | -1.5% | +4.2% |
| 30D | -11.3% | -9.8% | -1.5% | -8.0% |
| 3M | -11.2% | -9.1% | -2.1% | -8.3% |
| 6M | -8.9% | +1.1% | -10.0% | -10.3% |
| YTD | +9.7% | +22.3% | -12.6% | -1.7% |
| 1Y | +1.3% | +20.3% | -19.0% | -8.8% |
| All | +1.3% | +19.5% | -18.2% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling