+123.2%
TD vs SPXS
-79.1%
+202.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +1.2% |
| 7D | -2.6% | +6.4% | -9.0% | -1.5% |
| 30D | -1.0% | +6.0% | -7.0% | +0.1% |
| 3M | +5.6% | -11.6% | +17.3% | +3.7% |
| 6M | +27.1% | -28.7% | +55.8% | +20.9% |
| YTD | +29.4% | -26.3% | +55.7% | +24.0% |
| 1Y | +60.7% | -34.9% | +95.6% | +51.6% |
| All | +123.2% | -79.1% | +202.3% | +74.9% |
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