+91.5%
TT vs SPXL
+228.0%
-136.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +4.0% | +7.4% | -3.4% | +1.4% |
| 30D | -11.3% | -7.8% | -3.5% | -9.0% |
| 3M | -12.3% | -11.9% | -0.4% | -8.7% |
| 6M | -10.8% | -1.7% | -9.1% | -11.1% |
| YTD | +8.2% | +20.8% | -12.7% | -0.1% |
| 1Y | +1.5% | +25.0% | -23.5% | -7.5% |
| 3Y | +91.5% | +226.1% | -134.7% | +24.9% |
| All | +91.5% | +228.0% | -136.5% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling