+1,986.3%
TTMI vs SPXL
+7,605.2%
-5,618.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.8% |
| 7D | +12.2% | +1.5% | +10.7% | +11.2% |
| 30D | -5.7% | -3.7% | -2.1% | -4.0% |
| 3M | -27.5% | +8.1% | -35.6% | -29.9% |
| 6M | +47.1% | +39.0% | +8.1% | +27.1% |
| YTD | +87.5% | +29.9% | +57.5% | +67.7% |
| 1Y | +175.2% | +46.6% | +128.6% | +134.8% |
| 3Y | +901.9% | +230.5% | +671.4% | +461.4% |
| 5Y | +843.5% | +140.2% | +703.3% | +447.4% |
| 10Y | +1,077.0% | +1,168.8% | -91.8% | +116.9% |
| All | +1,986.3% | +7,605.2% | -5,618.9% | -12.3% |
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