-99.5%
SPXS vs TMF
-81.8%
-17.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +1.5% | -3.4% | +4.8% | +2.0% |
| 30D | +6.3% | +11.5% | -5.2% | +4.3% |
| 3M | +4.2% | -4.5% | +8.7% | +4.7% |
| 6M | -7.9% | -15.0% | +7.1% | -5.9% |
| YTD | -27.5% | -19.9% | -7.6% | -25.5% |
| 1Y | -27.0% | -26.6% | -0.5% | -23.9% |
| 3Y | -80.5% | -29.8% | -50.7% | -80.6% |
| 5Y | -84.0% | -88.2% | +4.2% | -72.4% |
| 10Y | -99.5% | -81.4% | -18.1% | -99.3% |
| All | -99.5% | -81.8% | -17.7% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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