+95.6%
TFC vs SPXS
-99.6%
+195.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | -0.8% |
| 7D | -2.4% | +2.5% | -4.9% | -1.4% |
| 30D | -3.4% | +4.2% | -7.6% | -1.6% |
| 3M | +0.4% | -9.3% | +9.7% | -3.0% |
| 6M | +12.7% | -30.7% | +43.4% | -1.3% |
| YTD | +5.6% | -28.1% | +33.6% | -5.5% |
| 1Y | +16.0% | -35.1% | +51.1% | +0.4% |
| 3Y | +94.0% | -79.6% | +173.6% | +18.7% |
| 5Y | +16.2% | -86.3% | +102.4% | -27.0% |
| All | +95.6% | -99.6% | +195.1% | -54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling