-30.6%
SPXU vs TLN
-17.6%
-13.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.5% | +3.7% | -7.3% |
| 7D | +2.2% | -6.0% | +8.2% | +0.5% |
| 30D | +3.8% | -1.5% | +5.3% | +4.1% |
| 3M | +3.3% | -3.9% | +7.2% | +3.5% |
| 6M | -16.7% | -15.0% | -1.7% | -17.8% |
| YTD | -28.6% | -12.8% | -15.8% | -26.6% |
| 1Y | -30.6% | -17.3% | -13.2% | -29.9% |
| All | -30.6% | -17.6% | -13.0% | -29.9% |
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