+256.8%
SPXL vs TLN
+589.3%
-332.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | -1.3% | +5.8% | -7.1% | -3.4% |
| 30D | -5.0% | -6.9% | +1.9% | -2.9% |
| 3M | +7.6% | -10.9% | +18.5% | +10.8% |
| 6M | +33.6% | -4.6% | +38.2% | +32.7% |
| YTD | +28.1% | -14.7% | +42.8% | +30.8% |
| 1Y | +43.6% | -17.9% | +61.6% | +48.2% |
| 3Y | +225.8% | +483.9% | -258.0% | +55.4% |
| All | +256.8% | +589.3% | -332.5% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling