+2,136.4%
TXN vs SPXL
+7,356.5%
-5,220.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.4% |
| 7D | +2.0% | -6.0% | +8.0% | +4.4% |
| 30D | -8.0% | -5.8% | -2.2% | -5.9% |
| 3M | -7.8% | +10.9% | -18.6% | -11.2% |
| 6M | +32.4% | +31.9% | +0.5% | +18.8% |
| YTD | +51.7% | +25.8% | +25.9% | +38.1% |
| 1Y | +44.3% | +39.8% | +4.5% | +25.6% |
| 3Y | +71.3% | +219.9% | -148.6% | +4.8% |
| 5Y | +56.4% | +141.1% | -84.7% | -1.8% |
| 10Y | +410.2% | +1,223.7% | -813.5% | +45.9% |
| All | +2,136.4% | +7,356.5% | -5,220.2% | +167.9% |
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