+230.5%
SPXL vs TLN
+494.5%
-264.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.4% | -2.7% |
| 7D | +1.5% | +10.9% | -9.5% | -2.5% |
| 30D | -3.7% | -6.3% | +2.6% | -1.8% |
| 3M | +8.1% | -10.7% | +18.8% | +11.3% |
| 6M | +39.0% | +1.6% | +37.4% | +34.8% |
| YTD | +29.9% | -13.1% | +43.0% | +31.8% |
| 1Y | +46.6% | -15.1% | +61.7% | +49.3% |
| 3Y | +230.5% | +495.0% | -264.5% | +56.5% |
| All | +230.5% | +494.5% | -264.0% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling