-80.1%
SPXS vs TMF
-42.4%
-37.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.5% | +1.0% | -2.5% | -1.4% |
| 30D | +3.7% | -1.8% | +5.5% | +3.4% |
| 3M | -9.6% | -8.2% | -1.3% | -10.6% |
| 6M | -32.4% | -19.5% | -12.9% | -34.0% |
| YTD | -28.7% | -16.0% | -12.7% | -29.9% |
| 1Y | -38.1% | -22.5% | -15.6% | -39.8% |
| 3Y | -80.1% | -42.3% | -37.9% | -79.9% |
| All | -80.1% | -42.4% | -37.8% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling