-82.6%
SPXU vs TLN
+583.6%
-666.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +2.7% |
| 7D | -0.1% | +7.1% | -7.2% | +2.5% |
| 30D | +0.8% | -3.9% | +4.7% | -0.2% |
| 3M | -4.7% | -16.2% | +11.5% | -9.0% |
| 6M | -29.6% | -5.8% | -23.8% | -28.2% |
| YTD | -29.9% | -15.4% | -14.4% | -30.4% |
| 1Y | -39.1% | -16.7% | -22.4% | -38.8% |
| 3Y | -80.0% | +473.8% | -553.8% | -53.0% |
| All | -82.6% | +583.6% | -666.1% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling