+59.8%
TD vs SPXS
-36.2%
+96.0%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.1% |
| 7D | -0.5% | +2.5% | -3.0% | +0.1% |
| 30D | -1.9% | +4.2% | -6.1% | -0.8% |
| 3M | +4.8% | -9.3% | +14.1% | +2.7% |
| 6M | +28.0% | -30.7% | +58.7% | +17.8% |
| YTD | +30.3% | -28.1% | +58.4% | +21.3% |
| 1Y | +59.8% | -35.1% | +94.8% | +47.3% |
| All | +59.8% | -36.2% | +96.0% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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