+220.0%
SPXL vs TLN
+567.0%
-347.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.9% | +1.1% | -4.0% | -3.5% |
| 30D | -12.4% | -4.6% | -7.8% | -11.3% |
| 3M | -11.8% | +5.2% | -17.0% | -14.6% |
| 6M | -1.4% | -6.5% | +5.1% | -1.4% |
| YTD | +19.0% | -3.6% | +22.6% | +15.0% |
| 1Y | +18.0% | -8.2% | +26.2% | +15.9% |
| 3Y | +220.0% | +559.7% | -339.7% | +63.2% |
| All | +220.0% | +567.0% | -347.0% | +63.2% |
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