+308.9%
TFC vs SPXS
-100.0%
+408.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.9% | -1.1% |
| 7D | +0.3% | -1.5% | +1.8% | +0.2% |
| 30D | +9.2% | +9.6% | -0.5% | +14.3% |
| 3M | -2.9% | +8.5% | -11.4% | +1.5% |
| 6M | +3.5% | -5.8% | +9.3% | +2.4% |
| YTD | +5.4% | -25.4% | +30.8% | -4.4% |
| 1Y | +17.3% | -28.8% | +46.1% | +4.6% |
| 3Y | +96.7% | -80.9% | +177.6% | +11.4% |
| 5Y | -1.1% | -83.1% | +82.0% | -34.9% |
| 10Y | +84.7% | -99.5% | +184.2% | -60.6% |
| All | +308.9% | -100.0% | +408.9% | -88.2% |
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 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