+858.0%
TTMI vs SPXL
+214.3%
+643.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.3% |
| 7D | +6.0% | -6.0% | +12.0% | +10.5% |
| 30D | -6.4% | -5.8% | -0.6% | -2.6% |
| 3M | -28.9% | +10.9% | -39.8% | -33.2% |
| 6M | +26.9% | +31.9% | -5.0% | +7.2% |
| YTD | +77.3% | +25.8% | +51.6% | +54.6% |
| 1Y | +147.5% | +39.8% | +107.7% | +105.7% |
| All | +858.0% | +214.3% | +643.7% | +344.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling