+1,199.1%
SPXL vs TSN
-4.9%
+1,204.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.8% |
| 7D | -2.5% | +3.0% | -5.6% | -4.4% |
| 30D | -4.2% | -4.2% | 0.0% | -2.1% |
| 3M | +8.1% | -3.9% | +12.0% | +9.3% |
| 6M | +35.6% | -9.8% | +45.4% | +40.6% |
| YTD | +28.8% | -7.3% | +36.1% | +30.3% |
| 1Y | +39.8% | -2.2% | +42.0% | +35.3% |
| 3Y | +221.4% | +11.9% | +209.5% | +169.4% |
| 5Y | +146.9% | -16.9% | +163.9% | +162.1% |
| All | +1,199.1% | -4.9% | +1,204.0% | +1,134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling