+328.6%
TMO vs SPXS
-99.6%
+428.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.4% |
| 7D | -0.6% | +2.5% | -3.1% | +0.1% |
| 30D | +1.1% | +4.2% | -3.1% | +2.4% |
| 3M | +28.3% | -9.3% | +37.6% | +25.2% |
| 6M | +23.3% | -30.7% | +54.0% | +12.4% |
| YTD | +5.5% | -28.1% | +33.5% | -2.4% |
| 1Y | +24.5% | -35.1% | +59.6% | +12.6% |
| 3Y | +19.6% | -79.6% | +99.1% | -16.0% |
| 5Y | +8.1% | -86.3% | +94.4% | -23.0% |
| All | +328.6% | -99.6% | +428.2% | +45.0% |
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