+419.8%
TXN vs SPXL
+1,271.9%
-852.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +2.8% |
| 7D | +4.0% | -2.5% | +6.5% | +5.1% |
| 30D | -2.9% | -4.2% | +1.4% | -1.2% |
| 3M | -9.1% | +8.1% | -17.2% | -11.9% |
| 6M | +36.6% | +35.6% | +1.0% | +20.3% |
| YTD | +57.5% | +28.8% | +28.7% | +41.0% |
| 1Y | +49.5% | +39.8% | +9.7% | +28.9% |
| 3Y | +76.5% | +221.4% | -144.8% | +4.1% |
| 5Y | +62.4% | +146.9% | -84.5% | -2.4% |
| All | +419.8% | +1,271.9% | -852.1% | +32.1% |
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