+583.3%
TLN vs SPXS
-80.8%
+664.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +2.8% |
| 7D | +15.9% | +1.5% | +14.4% | +17.8% |
| 30D | -0.3% | +6.3% | -6.6% | +4.3% |
| 3M | +5.8% | +4.2% | +1.6% | +10.3% |
| 6M | -1.2% | -7.9% | +6.7% | -1.6% |
| YTD | +1.0% | -27.5% | +28.5% | -8.5% |
| 1Y | +1.1% | -27.0% | +28.1% | -7.4% |
| All | +583.3% | -80.8% | +664.1% | +408.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling