+839.6%
TMUS vs SPXS
-100.0%
+939.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.2% |
| 7D | +4.9% | -7.5% | +12.4% | +2.7% |
| 30D | +7.7% | +5.3% | +2.4% | +9.7% |
| 3M | -6.8% | +9.7% | -16.5% | -3.9% |
| 6M | -9.7% | -4.6% | -5.1% | -10.3% |
| YTD | -15.0% | -25.8% | +10.8% | -21.4% |
| 1Y | -19.1% | -28.8% | +9.7% | -26.1% |
| 3Y | +21.4% | -80.2% | +101.6% | -21.2% |
| 5Y | +51.2% | -83.2% | +134.4% | +5.9% |
| 10Y | +240.2% | -99.5% | +339.7% | -4.6% |
| All | +839.6% | -100.0% | +939.6% | -33.2% |
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