+39.8%
SPXL vs TSN
-1.7%
+41.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.5% |
| 7D | -2.5% | +3.0% | -5.6% | -2.4% |
| 30D | -4.2% | -4.2% | 0.0% | -4.4% |
| 3M | +8.1% | -3.9% | +12.0% | +7.7% |
| 6M | +35.6% | -9.8% | +45.4% | +33.9% |
| YTD | +28.8% | -7.3% | +36.1% | +27.2% |
| 1Y | +39.8% | -2.2% | +42.0% | +34.2% |
| All | +39.8% | -1.7% | +41.5% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling