-17.3%
TLN vs SPXS
-30.2%
+12.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.9% | -3.7% | -11.6% |
| 7D | -6.0% | +2.2% | -8.2% | -4.6% |
| 30D | -1.5% | +3.8% | -5.3% | +1.7% |
| 3M | -3.9% | +3.3% | -7.2% | -0.4% |
| 6M | -15.0% | -16.7% | +1.6% | -21.2% |
| YTD | -12.8% | -28.5% | +15.7% | -22.5% |
| 1Y | -17.3% | -30.4% | +13.1% | -27.1% |
| All | -17.3% | -30.2% | +12.9% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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