+12,374.3%
TDG vs SPXS
-100.0%
+12,474.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.8% |
| 7D | -2.7% | +6.4% | -9.1% | -0.5% |
| 30D | -9.3% | +6.0% | -15.3% | -7.3% |
| 3M | -7.1% | -11.6% | +4.6% | -10.5% |
| 6M | -11.2% | -28.7% | +17.6% | -19.7% |
| YTD | -15.3% | -26.3% | +11.0% | -22.2% |
| 1Y | -12.5% | -34.9% | +22.5% | -22.7% |
| 3Y | +51.2% | -79.5% | +130.7% | -2.5% |
| 5Y | +126.1% | -85.9% | +212.1% | +51.1% |
| 10Y | +536.2% | -99.5% | +635.8% | +95.4% |
| All | +12,374.3% | -100.0% | +12,474.3% | +995.5% |
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