-25.4%
TMUS vs SPXS
-37.2%
+11.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.6% |
| 7D | -5.3% | +1.2% | -6.6% | -5.5% |
| 30D | +0.1% | +5.2% | -5.1% | -0.5% |
| 3M | -0.6% | -9.2% | +8.6% | +0.7% |
| 6M | -17.5% | -29.6% | +12.0% | -13.4% |
| YTD | -11.3% | -27.6% | +16.4% | -7.2% |
| 1Y | -25.4% | -36.7% | +11.3% | -19.5% |
| All | -25.4% | -37.2% | +11.8% | -19.5% |
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