+1,124.0%
TTMI vs SPXL
+1,271.9%
-147.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +0.9% | +2.3% |
| 7D | +0.7% | -2.5% | +3.2% | +1.8% |
| 30D | -8.4% | -4.2% | -4.2% | -6.7% |
| 3M | -32.5% | +8.1% | -40.6% | -34.4% |
| 6M | +32.5% | +35.6% | -3.1% | +17.5% |
| YTD | +83.2% | +28.8% | +54.4% | +66.6% |
| 1Y | +161.7% | +39.8% | +121.8% | +132.2% |
| 3Y | +890.1% | +221.4% | +668.8% | +515.3% |
| 5Y | +832.4% | +146.9% | +685.5% | +486.7% |
| All | +1,124.0% | +1,271.9% | -147.9% | +218.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling