+39.8%
SPXL vs TLN
-23.2%
+62.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | -6.0% | +2.0% | -8.0% | -6.7% |
| 30D | -5.8% | -12.9% | +7.2% | -1.8% |
| 3M | +10.9% | -7.4% | +18.3% | +12.1% |
| 6M | +31.9% | -6.0% | +38.0% | +31.7% |
| YTD | +25.8% | -16.9% | +42.6% | +28.3% |
| 1Y | +39.8% | -22.6% | +62.4% | +51.9% |
| All | +39.8% | -23.2% | +62.9% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling