+319.6%
TFC vs SPXS
-100.0%
+419.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | -1.3% | +0.8% | -2.1% | -0.8% |
| 3M | +6.1% | -4.7% | +10.8% | +4.5% |
| 6M | +7.3% | -29.6% | +37.0% | -6.4% |
| YTD | +8.2% | -29.8% | +38.0% | -5.2% |
| 1Y | +14.4% | -38.9% | +53.4% | -4.9% |
| 3Y | +93.7% | -79.6% | +173.3% | +13.3% |
| 5Y | +16.4% | -85.9% | +102.3% | -29.5% |
| 10Y | +101.6% | -99.5% | +201.1% | -58.2% |
| All | +319.6% | -100.0% | +419.6% | -88.3% |
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