-79.6%
SPXS vs TCOM
+8.0%
-87.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.2% |
| 7D | +2.5% | -4.9% | +7.4% | +1.0% |
| 30D | +4.2% | -14.4% | +18.6% | -0.6% |
| 3M | -9.3% | -17.7% | +8.3% | -14.3% |
| 6M | -30.7% | -25.1% | -5.6% | -36.2% |
| YTD | -28.1% | -45.7% | +17.7% | -39.6% |
| 1Y | -35.1% | -47.9% | +12.8% | -45.9% |
| 3Y | -79.6% | +8.9% | -88.5% | -78.4% |
| All | -79.6% | +8.0% | -87.6% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling