+1,239.7%
TNA vs SPXS
-100.0%
+1,339.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.6% | -2.5% |
| 7D | -3.6% | +1.2% | -4.8% | -2.1% |
| 30D | -10.1% | +5.2% | -15.2% | -4.1% |
| 3M | +2.7% | -9.2% | +11.9% | -4.8% |
| 6M | +38.4% | -29.6% | +68.0% | +2.7% |
| YTD | +45.4% | -27.6% | +73.1% | +14.9% |
| 1Y | +55.9% | -36.7% | +92.7% | +11.4% |
| 3Y | +109.8% | -79.8% | +189.7% | -29.7% |
| 5Y | -22.5% | -85.9% | +63.4% | -61.0% |
| 10Y | +87.5% | -99.5% | +187.1% | -89.2% |
| All | +1,239.7% | -100.0% | +1,339.7% | -97.1% |
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