+1,168.8%
SPXL vs TYL
+106.7%
+1,062.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | +2.4% |
| 7D | +1.5% | -7.6% | +9.1% | +8.9% |
| 30D | -3.7% | +11.3% | -15.0% | -13.7% |
| 3M | +8.1% | +14.5% | -6.4% | -9.5% |
| 6M | +39.0% | -7.1% | +46.2% | +38.4% |
| YTD | +29.9% | -23.4% | +53.3% | +51.3% |
| 1Y | +46.6% | -38.6% | +85.2% | +113.9% |
| 3Y | +230.5% | -11.3% | +241.8% | +204.2% |
| 5Y | +140.2% | -28.0% | +168.1% | +191.6% |
| 10Y | +1,168.8% | +104.9% | +1,063.9% | +546.3% |
| All | +1,168.8% | +106.7% | +1,062.1% | +546.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling