+570.0%
TLN vs SPXS
-81.8%
+651.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -1.6% |
| 7D | +2.0% | +6.4% | -4.4% | +5.1% |
| 30D | -12.9% | +6.0% | -18.9% | -10.2% |
| 3M | -7.4% | -11.6% | +4.2% | -11.7% |
| 6M | -6.0% | -28.7% | +22.7% | -17.1% |
| YTD | -16.9% | -26.3% | +9.4% | -24.7% |
| 1Y | -22.6% | -34.9% | +12.3% | -32.6% |
| 3Y | +469.0% | -79.5% | +548.5% | +324.9% |
| All | +570.0% | -81.8% | +651.8% | +404.4% |
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