+495.0%
TLN vs SPXS
-80.2%
+575.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.1% | +3.6% |
| 7D | +10.9% | -1.5% | +12.5% | +10.0% |
| 30D | -6.3% | +3.7% | -10.0% | -4.4% |
| 3M | -10.7% | -9.6% | -1.1% | -13.8% |
| 6M | +1.6% | -32.4% | +34.0% | -13.0% |
| YTD | -13.1% | -28.7% | +15.6% | -22.8% |
| 1Y | -15.1% | -38.1% | +23.0% | -28.1% |
| 3Y | +495.0% | -80.1% | +575.1% | +334.0% |
| All | +495.0% | -80.2% | +575.2% | +334.0% |
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