-39.1%
SPXU vs TLN
-17.2%
-21.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +2.5% |
| 7D | -0.1% | +7.1% | -7.2% | +2.1% |
| 30D | +0.8% | -3.9% | +4.7% | 0.0% |
| 3M | -4.7% | -16.2% | +11.5% | -8.2% |
| 6M | -29.6% | -5.8% | -23.8% | -28.2% |
| YTD | -29.9% | -15.4% | -14.4% | -29.6% |
| 1Y | -39.1% | -16.7% | -22.4% | -40.7% |
| All | -39.1% | -17.2% | -21.9% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling