-80.5%
SPXU vs TLN
+580.6%
-661.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +0.2% |
| 7D | -7.6% | +11.0% | -18.6% | -3.6% |
| 30D | +5.3% | +4.9% | +0.4% | +8.2% |
| 3M | +9.6% | +4.9% | +4.7% | +13.9% |
| 6M | -4.5% | +7.1% | -11.6% | +2.1% |
| YTD | -25.9% | +0.3% | -26.2% | -20.3% |
| 1Y | -28.9% | +5.9% | -34.8% | -21.3% |
| 3Y | -80.5% | +578.5% | -658.9% | -55.5% |
| All | -80.5% | +580.6% | -661.0% | -55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling