+25.4%
TMO vs SPXS
-30.2%
+55.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.9% | +6.0% | +0.1% |
| 7D | +0.3% | +2.2% | -1.9% | +0.8% |
| 30D | +4.3% | +3.8% | +0.6% | +5.3% |
| 3M | +25.1% | +3.3% | +21.8% | +26.3% |
| 6M | +52.9% | -16.7% | +69.6% | +46.7% |
| YTD | +22.2% | -28.5% | +50.7% | +13.2% |
| 1Y | +25.4% | -30.4% | +55.8% | +15.8% |
| All | +25.4% | -30.2% | +55.5% | +15.8% |
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