+1,910.1%
TMO vs SPXS
-100.0%
+2,010.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | +0.2% |
| 7D | -2.5% | +6.4% | -8.8% | -0.6% |
| 30D | -0.3% | +6.0% | -6.3% | +1.6% |
| 3M | +25.3% | -11.6% | +36.9% | +21.0% |
| 6M | +20.9% | -28.7% | +49.6% | +10.5% |
| YTD | +4.3% | -26.3% | +30.6% | -3.2% |
| 1Y | +27.0% | -34.9% | +62.0% | +14.2% |
| 3Y | +17.5% | -79.5% | +97.0% | -19.1% |
| 5Y | +6.9% | -85.9% | +92.9% | -24.8% |
| 10Y | +332.0% | -99.5% | +431.5% | +41.1% |
| All | +1,910.1% | -100.0% | +2,010.1% | +124.3% |
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