+268.1%
SPXL vs TLN
+583.6%
-315.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -2.6% |
| 7D | +0.1% | +7.1% | -7.0% | -2.5% |
| 30D | -0.9% | -3.9% | +3.0% | +0.1% |
| 3M | +2.0% | -16.2% | +18.2% | +7.7% |
| 6M | +33.5% | -5.8% | +39.3% | +33.3% |
| YTD | +32.2% | -15.4% | +47.6% | +35.4% |
| 1Y | +48.9% | -16.7% | +65.6% | +52.7% |
| 3Y | +222.9% | +473.8% | -250.9% | +55.0% |
| All | +268.1% | +583.6% | -315.4% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling