+708.6%
TLN vs SPXS
-81.7%
+790.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.1% |
| 7D | +11.0% | -7.5% | +18.5% | +7.3% |
| 30D | +4.9% | +5.3% | -0.4% | +8.8% |
| 3M | +4.9% | +9.7% | -4.8% | +11.9% |
| 6M | +7.1% | -4.6% | +11.7% | +8.8% |
| YTD | +0.3% | -25.8% | +26.1% | -7.3% |
| 1Y | +5.9% | -28.8% | +34.7% | -3.4% |
| 3Y | +578.5% | -80.2% | +658.6% | +411.3% |
| All | +708.6% | -81.7% | +790.3% | +520.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling