-36.7%
SPXS vs TMF
-23.1%
-13.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +0.9% |
| 7D | +1.2% | -0.9% | +2.1% | +1.0% |
| 30D | +5.2% | -1.0% | +6.2% | +4.9% |
| 3M | -9.2% | -11.3% | +2.1% | -12.0% |
| 6M | -29.6% | -22.7% | -6.9% | -32.0% |
| YTD | -27.6% | -17.3% | -10.3% | -30.3% |
| 1Y | -36.7% | -22.5% | -14.3% | -40.1% |
| All | -36.7% | -23.1% | -13.7% | -40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling