+1,125.7%
SPXL vs TYL
+183.3%
+942.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | +9.6% | -1.6% | +11.1% | +11.0% |
| 30D | -9.8% | +22.1% | -31.9% | -26.0% |
| 3M | -9.1% | +33.4% | -42.4% | -32.6% |
| 6M | +1.1% | +36.8% | -35.7% | -31.0% |
| YTD | +22.3% | -6.7% | +29.0% | +15.9% |
| 1Y | +20.3% | -9.2% | +29.5% | +16.8% |
| 3Y | +229.0% | +1.2% | +227.8% | +166.9% |
| 5Y | +103.6% | -23.0% | +126.6% | +134.7% |
| All | +1,125.7% | +183.3% | +942.4% | +340.0% |
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