-99.5%
SPXS vs TCOM
-9.8%
-89.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.0% |
| 7D | +2.5% | -4.9% | +7.4% | +0.3% |
| 30D | +4.2% | -14.4% | +18.6% | -2.7% |
| 3M | -9.3% | -17.7% | +8.3% | -16.5% |
| 6M | -30.7% | -25.1% | -5.6% | -38.5% |
| YTD | -28.1% | -45.7% | +17.7% | -44.1% |
| 1Y | -35.1% | -47.9% | +12.8% | -50.1% |
| 3Y | -79.6% | +8.9% | -88.5% | -75.4% |
| 5Y | -86.3% | +26.9% | -113.1% | -78.4% |
| All | -99.5% | -9.8% | -89.7% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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