+379.4%
TTD vs SPXL
+1,254.9%
-875.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -3.7% |
| 7D | +6.3% | +0.1% | +6.3% | +6.4% |
| 30D | -23.9% | -0.9% | -23.0% | -23.6% |
| 3M | -31.4% | +2.0% | -33.4% | -33.1% |
| 6M | -42.7% | +33.5% | -76.2% | -53.2% |
| YTD | -62.0% | +32.2% | -94.1% | -68.8% |
| 1Y | -72.2% | +48.9% | -121.1% | -79.0% |
| 3Y | -81.9% | +222.9% | -304.8% | -92.1% |
| 5Y | -81.5% | +140.7% | -222.3% | -90.6% |
| All | +379.4% | +1,254.9% | -875.5% | -18.4% |
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