-69.7%
TTD vs SPXL
+38.9%
-108.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.2% |
| 7D | -7.4% | -6.0% | -1.4% | -5.7% |
| 30D | +3.0% | -5.8% | +8.8% | +4.9% |
| 3M | -27.6% | +10.9% | -38.4% | -29.8% |
| 6M | -49.5% | +31.9% | -81.4% | -53.7% |
| YTD | -63.2% | +25.8% | -88.9% | -65.6% |
| 1Y | -69.7% | +39.8% | -109.5% | -71.6% |
| All | -69.7% | +38.9% | -108.7% | -71.6% |
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