+18.0%
TFC vs SPXS
-21.4%
+39.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +13.2% | -15.3% | +0.6% |
| 7D | +1.1% | +14.3% | -13.3% | +4.1% |
| 30D | +7.8% | +19.4% | -11.7% | +12.1% |
| 3M | -4.8% | +16.2% | -21.0% | -1.4% |
| 6M | +1.8% | -3.4% | +5.3% | +1.2% |
| YTD | +4.4% | -19.1% | +23.5% | -0.4% |
| 1Y | +18.0% | -20.5% | +38.4% | +12.6% |
| All | +18.0% | -21.4% | +39.3% | +12.6% |
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