+14.4%
TFC vs SPXS
-40.2%
+54.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.4% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -1.3% | +0.8% | -2.1% | -1.1% |
| 3M | +6.1% | -4.7% | +10.8% | +5.8% |
| 6M | +7.3% | -29.6% | +37.0% | -1.5% |
| YTD | +8.2% | -29.8% | +38.0% | -0.4% |
| 1Y | +14.4% | -38.9% | +53.4% | +4.5% |
| All | +14.4% | -40.2% | +54.7% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling