+5,279.2%
TT vs SPXL
+7,736.1%
-2,456.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.2% | -0.9% | -6.3% | -6.9% |
| 3M | -3.0% | +2.0% | -5.0% | -4.3% |
| 6M | +1.4% | +33.5% | -32.2% | -10.5% |
| YTD | +15.9% | +32.2% | -16.3% | +2.5% |
| 1Y | +9.4% | +48.9% | -39.5% | -8.3% |
| 3Y | +124.4% | +222.9% | -98.5% | +30.2% |
| 5Y | +138.0% | +140.7% | -2.7% | +40.6% |
| 10Y | +886.4% | +1,192.7% | -306.3% | +117.6% |
| All | +5,279.2% | +7,736.1% | -2,456.8% | +233.9% |
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 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