-83.4%
SPXS vs TPG
+74.1%
-157.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -1.1% |
| 7D | +2.5% | -9.4% | +11.9% | -5.4% |
| 30D | +4.2% | -5.3% | +9.5% | +0.4% |
| 3M | -9.3% | +12.9% | -22.2% | +2.6% |
| 6M | -30.7% | +20.1% | -50.8% | -15.8% |
| YTD | -28.1% | -22.5% | -5.6% | -39.3% |
| 1Y | -35.1% | -19.7% | -15.4% | -42.6% |
| 3Y | -79.6% | +81.2% | -160.8% | -50.6% |
| All | -83.4% | +74.1% | -157.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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