+130.4%
TD vs SPXS
-80.3%
+210.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.2% |
| 7D | +1.1% | -7.5% | +8.6% | -0.2% |
| 30D | +5.2% | +5.3% | -0.1% | +6.6% |
| 3M | +1.2% | +9.7% | -8.5% | +3.5% |
| 6M | +17.7% | -4.6% | +22.3% | +18.1% |
| YTD | +34.2% | -25.8% | +60.0% | +29.7% |
| 1Y | +55.4% | -28.8% | +84.2% | +49.5% |
| 3Y | +130.4% | -80.2% | +210.6% | +81.6% |
| All | +130.4% | -80.3% | +210.7% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling