+258.8%
SPXL vs TLN
+574.4%
-315.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | -4.2% | -14.3% | +10.1% | +1.1% |
| 3M | +8.1% | -9.3% | +17.4% | +10.5% |
| 6M | +35.6% | -1.1% | +36.7% | +32.9% |
| YTD | +28.8% | -16.6% | +45.4% | +32.6% |
| 1Y | +39.8% | -22.0% | +61.8% | +47.2% |
| 3Y | +221.4% | +470.2% | -248.8% | +54.6% |
| All | +258.8% | +574.4% | -315.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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