+581.7%
TLN vs SPXS
-82.7%
+664.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +4.4% |
| 7D | +7.1% | -0.1% | +7.1% | +7.1% |
| 30D | -3.9% | +0.8% | -4.7% | -3.3% |
| 3M | -16.2% | -4.7% | -11.4% | -16.7% |
| 6M | -5.8% | -29.6% | +23.8% | -17.3% |
| YTD | -15.4% | -29.8% | +14.4% | -25.2% |
| 1Y | -16.7% | -38.9% | +22.3% | -29.6% |
| 3Y | +473.8% | -79.6% | +553.4% | +320.5% |
| All | +581.7% | -82.7% | +664.4% | +400.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling