+0.8%
TFC vs SPXS
-83.0%
+83.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.7% |
| 7D | +2.3% | -7.5% | +9.8% | -0.4% |
| 30D | +10.8% | +5.3% | +5.5% | +13.5% |
| 3M | -3.8% | +9.7% | -13.5% | +0.3% |
| 6M | +9.6% | -4.6% | +14.1% | +9.2% |
| YTD | +5.8% | -25.8% | +31.6% | -2.6% |
| 1Y | +16.2% | -28.8% | +44.9% | +5.6% |
| 3Y | +96.0% | -80.2% | +176.1% | +24.1% |
| All | +0.8% | -83.0% | +83.8% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling