-100.0%
SPXS vs TMF
-70.3%
-29.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +1.5% | -3.4% | +4.8% | +2.6% |
| 30D | +6.3% | +11.5% | -5.2% | +2.4% |
| 3M | +4.2% | -4.5% | +8.7% | +5.1% |
| 6M | -7.9% | -15.0% | +7.1% | -4.2% |
| YTD | -27.5% | -19.9% | -7.6% | -23.8% |
| 1Y | -27.0% | -26.6% | -0.5% | -21.2% |
| 3Y | -80.5% | -29.8% | -50.7% | -80.6% |
| 5Y | -84.0% | -88.2% | +4.2% | -70.7% |
| 10Y | -99.5% | -81.4% | -18.1% | -99.4% |
| All | -100.0% | -70.3% | -29.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling