-81.7%
SPXU vs TLN
+571.8%
-653.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +0.9% |
| 7D | +6.4% | +2.0% | +4.4% | +7.2% |
| 30D | +5.9% | -12.9% | +18.9% | +1.0% |
| 3M | -11.7% | -7.4% | -4.2% | -12.6% |
| 6M | -28.7% | -6.0% | -22.6% | -27.5% |
| YTD | -26.4% | -16.9% | -9.5% | -27.4% |
| 1Y | -35.2% | -22.6% | -12.6% | -36.8% |
| 3Y | -79.8% | +469.0% | -548.8% | -52.7% |
| All | -81.7% | +571.8% | -653.5% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling