+46.6%
SPXL vs TYL
-37.9%
+84.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.6% |
| 7D | +1.5% | -7.6% | +9.1% | +1.6% |
| 30D | -3.7% | +11.3% | -15.0% | -3.7% |
| 3M | +8.1% | +14.5% | -6.4% | +8.1% |
| 6M | +39.0% | -7.1% | +46.2% | +42.8% |
| YTD | +29.9% | -23.4% | +53.3% | +36.8% |
| 1Y | +46.6% | -38.6% | +85.2% | +59.3% |
| All | +46.6% | -37.9% | +84.5% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TYL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling