+76.5%
TNA vs SPXS
-99.6%
+176.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | -1.6% |
| 7D | -7.3% | +2.5% | -9.8% | -4.6% |
| 30D | -14.2% | +4.2% | -18.4% | -9.6% |
| 3M | -4.6% | -9.3% | +4.8% | -11.7% |
| 6M | +36.9% | -30.7% | +67.6% | +1.7% |
| YTD | +42.5% | -28.1% | +70.6% | +13.7% |
| 1Y | +45.8% | -35.1% | +80.8% | +9.4% |
| 3Y | +104.7% | -79.6% | +184.2% | -24.6% |
| 5Y | -21.7% | -86.3% | +64.6% | -58.6% |
| All | +76.5% | -99.6% | +176.1% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling