+7,449.0%
SPXL vs TYL
+2,882.7%
+4,566.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +2.9% |
| 7D | -8.7% | +6.7% | -15.4% | -14.6% |
| 30D | -16.9% | +26.5% | -43.4% | -35.5% |
| 3M | -15.2% | +37.3% | -52.5% | -40.7% |
| 6M | -5.5% | +31.2% | -36.7% | -35.2% |
| YTD | +12.4% | -7.4% | +19.8% | +3.7% |
| 1Y | +16.9% | -9.6% | +26.5% | +10.0% |
| 3Y | +211.8% | +1.9% | +209.9% | +145.7% |
| 5Y | +85.6% | -21.1% | +106.8% | +101.9% |
| 10Y | +1,159.4% | +171.8% | +987.6% | +282.1% |
| All | +7,449.0% | +2,882.7% | +4,566.3% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling