-98.2%
SPXS vs TXG
+27.0%
-125.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -1.2% |
| 7D | +2.5% | +9.5% | -7.0% | +6.1% |
| 30D | +4.2% | +18.8% | -14.6% | +11.6% |
| 3M | -9.3% | +136.1% | -145.4% | +29.1% |
| 6M | -30.7% | +235.2% | -265.9% | +16.4% |
| YTD | -28.1% | +320.5% | -348.6% | +33.9% |
| 1Y | -35.1% | +425.2% | -460.3% | +36.0% |
| 3Y | -79.6% | +42.9% | -122.5% | -68.1% |
| 5Y | -86.3% | -62.8% | -23.4% | -81.9% |
| All | -98.2% | +27.0% | -125.3% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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