+845.6%
TMUS vs SPXS
-100.0%
+945.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.4% |
| 7D | +6.5% | -9.5% | +16.0% | +3.6% |
| 30D | +11.3% | +7.4% | +3.9% | +14.0% |
| 3M | -2.9% | +6.1% | -9.0% | -0.8% |
| 6M | -10.5% | -7.3% | -3.2% | -11.9% |
| YTD | -14.4% | -26.7% | +12.3% | -21.2% |
| 1Y | -17.9% | -26.2% | +8.3% | -24.1% |
| 3Y | +21.9% | -80.3% | +102.2% | -21.1% |
| 5Y | +52.1% | -83.4% | +135.6% | +6.1% |
| 10Y | +242.4% | -99.5% | +341.9% | -4.3% |
| All | +845.6% | -100.0% | +945.6% | -33.0% |
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 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