+141.1%
SPXL vs TENB
-32.3%
+173.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.0% | +0.6% |
| 7D | -6.0% | -7.1% | +1.1% | -2.5% |
| 30D | -5.8% | -15.4% | +9.6% | +1.2% |
| 3M | +10.9% | +19.5% | -8.7% | -3.3% |
| 6M | +31.9% | +54.8% | -22.9% | -3.3% |
| YTD | +25.8% | +36.1% | -10.4% | -2.2% |
| 1Y | +39.8% | +7.0% | +32.8% | +25.5% |
| 3Y | +219.9% | -27.6% | +247.4% | +251.1% |
| 5Y | +141.1% | -30.5% | +171.5% | +151.8% |
| All | +141.1% | -32.3% | +173.4% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling