+624.2%
TRI vs SPXS
-100.0%
+724.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -0.8% |
| 7D | -14.4% | +6.4% | -20.7% | -13.0% |
| 30D | -8.1% | +6.0% | -14.1% | -6.6% |
| 3M | +17.5% | -11.6% | +29.2% | +14.3% |
| 6M | -5.0% | -28.7% | +23.8% | -12.1% |
| YTD | -24.7% | -26.3% | +1.6% | -29.4% |
| 1Y | -41.5% | -34.9% | -6.6% | -46.6% |
| 3Y | -20.3% | -79.5% | +59.1% | -42.4% |
| 5Y | -10.9% | -85.9% | +75.0% | -35.2% |
| 10Y | +190.6% | -99.5% | +290.1% | +5.0% |
| All | +624.2% | -100.0% | +724.2% | -18.8% |
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