+501.9%
SPXL vs TENB
+1.4%
+500.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -0.8% |
| 7D | +1.5% | -5.0% | +6.4% | +4.4% |
| 30D | -3.7% | -7.4% | +3.7% | -0.9% |
| 3M | +8.1% | +22.3% | -14.2% | -8.2% |
| 6M | +39.0% | +60.2% | -21.1% | -3.0% |
| YTD | +29.9% | +43.2% | -13.3% | -4.6% |
| 1Y | +46.6% | +8.2% | +38.5% | +27.9% |
| 3Y | +230.5% | -23.8% | +254.3% | +247.7% |
| 5Y | +140.2% | -26.9% | +167.0% | +141.3% |
| All | +501.9% | +1.4% | +500.5% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling