+140.1%
SPXL vs TSN
-20.2%
+160.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -1.3% | -7.3% | +6.0% | +2.0% |
| 30D | -5.0% | -8.6% | +3.6% | -1.2% |
| 3M | +7.6% | -7.5% | +15.1% | +10.5% |
| 6M | +33.6% | -14.1% | +47.7% | +40.7% |
| YTD | +28.1% | -9.4% | +37.5% | +30.3% |
| 1Y | +43.6% | -4.1% | +47.7% | +40.3% |
| 3Y | +225.8% | +10.3% | +215.5% | +174.8% |
| 5Y | +140.1% | -19.7% | +159.8% | +198.1% |
| All | +140.1% | -20.2% | +160.3% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling