+85.0%
SPXL vs TYL
-21.3%
+106.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.3% |
| 7D | -8.7% | +6.7% | -15.4% | -13.1% |
| 30D | -16.9% | +26.5% | -43.4% | -31.1% |
| 3M | -15.2% | +37.3% | -52.5% | -34.9% |
| 6M | -5.5% | +31.2% | -36.7% | -28.2% |
| YTD | +12.4% | -7.4% | +19.8% | +13.0% |
| 1Y | +16.9% | -9.6% | +26.5% | +19.9% |
| 3Y | +211.8% | +1.9% | +209.9% | +163.5% |
| All | +85.0% | -21.3% | +106.3% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling