+1,117.5%
TD vs SPXS
-100.0%
+1,217.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.4% |
| 7D | +0.9% | -1.5% | +2.4% | +0.4% |
| 30D | -0.7% | +3.7% | -4.3% | +0.6% |
| 3M | +6.3% | -9.6% | +15.9% | +3.7% |
| 6M | +27.9% | -32.4% | +60.3% | +15.4% |
| YTD | +29.8% | -28.7% | +58.5% | +19.5% |
| 1Y | +63.7% | -38.1% | +101.7% | +45.2% |
| 3Y | +128.3% | -80.1% | +208.5% | +52.7% |
| 5Y | +125.5% | -85.9% | +211.4% | +53.8% |
| 10Y | +296.7% | -99.5% | +396.2% | +20.3% |
| All | +1,117.5% | -100.0% | +1,217.5% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling