+38.8%
TMUS vs SPXS
-80.2%
+119.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.2% |
| 7D | -0.3% | -1.5% | +1.3% | -0.3% |
| 30D | +3.1% | +3.7% | -0.5% | +3.4% |
| 3M | +2.4% | -9.6% | +12.0% | +2.0% |
| 6M | -17.1% | -32.4% | +15.3% | -18.8% |
| YTD | -9.1% | -28.7% | +19.6% | -10.5% |
| 1Y | -23.6% | -38.1% | +14.5% | -25.8% |
| 3Y | +38.8% | -80.1% | +119.0% | +20.4% |
| All | +38.8% | -80.2% | +119.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling