+145.0%
TT vs SPXL
+140.3%
+4.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | -7.3% | -3.7% | -3.6% | -6.2% |
| 3M | -2.6% | +8.1% | -10.7% | -5.4% |
| 6M | +5.9% | +39.0% | -33.2% | -6.1% |
| YTD | +15.4% | +29.9% | -14.5% | +4.4% |
| 1Y | +8.2% | +46.6% | -38.4% | -6.4% |
| 3Y | +122.7% | +230.5% | -107.9% | +39.9% |
| 5Y | +145.0% | +140.2% | +4.8% | +54.8% |
| All | +145.0% | +140.3% | +4.6% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling