+28.3%
TD vs SPXS
-34.2%
+62.5%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.5% |
| 7D | +0.9% | -1.5% | +2.4% | +0.5% |
| 30D | -0.7% | +3.7% | -4.3% | +0.4% |
| 3M | +6.3% | -9.6% | +15.9% | +4.0% |
| All | +28.3% | -34.2% | +62.5% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling