-79.8%
SPXU vs TLN
+483.9%
-563.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +0.7% |
| 7D | +1.3% | +5.8% | -4.6% | +3.4% |
| 30D | +5.1% | -6.9% | +12.0% | +2.8% |
| 3M | -9.1% | -10.9% | +1.8% | -11.3% |
| 6M | -29.6% | -4.6% | -25.0% | -28.0% |
| YTD | -27.7% | -14.7% | -13.0% | -28.0% |
| 1Y | -37.0% | -17.9% | -19.0% | -37.1% |
| All | -79.8% | +483.9% | -563.7% | -51.8% |
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