-99.5%
SPXS vs TKO
+989.7%
-1,089.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.2% |
| 7D | +2.5% | +2.3% | +0.2% | +3.8% |
| 30D | +4.2% | -2.5% | +6.7% | +3.0% |
| 3M | -9.3% | -10.6% | +1.3% | -14.6% |
| 6M | -30.7% | -5.1% | -25.6% | -31.7% |
| YTD | -28.1% | -8.2% | -19.8% | -30.1% |
| 1Y | -35.1% | -4.4% | -30.6% | -35.0% |
| 3Y | -79.6% | +100.4% | -179.9% | -65.9% |
| 5Y | -86.3% | +294.3% | -380.6% | -61.5% |
| All | -99.5% | +989.7% | -1,089.2% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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