-17.2%
TTWO vs SPXL
+29.9%
-47.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.8% | +2.3% | +6.0% |
| 7D | +7.0% | -2.5% | +9.4% | +7.5% |
| 30D | +2.7% | -4.3% | +7.0% | +3.5% |
| 3M | -13.0% | -4.2% | -8.8% | -12.4% |
| 6M | -7.2% | +15.0% | -22.2% | -11.5% |
| YTD | -18.4% | +28.4% | -46.8% | -24.4% |
| 1Y | -17.2% | +30.3% | -47.6% | -23.8% |
| All | -17.2% | +29.9% | -47.1% | -23.8% |
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