-100.0%
SPXS vs TCOM
+748.7%
-848.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.0% |
| 7D | -1.5% | -7.6% | +6.1% | -5.2% |
| 30D | +3.7% | -12.2% | +15.9% | -2.5% |
| 3M | -9.6% | -14.2% | +4.6% | -15.7% |
| 6M | -32.4% | -25.0% | -7.4% | -40.4% |
| YTD | -28.7% | -43.7% | +15.0% | -44.4% |
| 1Y | -38.1% | -44.5% | +6.4% | -51.8% |
| 3Y | -80.1% | +13.4% | -93.5% | -75.6% |
| 5Y | -85.9% | +26.5% | -112.4% | -77.6% |
| 10Y | -99.5% | -10.3% | -89.2% | -99.1% |
| All | -100.0% | +748.7% | -848.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling