+668.0%
TSEM vs SPXS
-79.5%
+747.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.6% |
| 7D | +4.7% | +1.2% | +3.5% | +5.5% |
| 30D | -14.2% | +5.2% | -19.4% | -11.3% |
| 3M | -5.0% | -9.2% | +4.1% | -7.7% |
| 6M | +87.6% | -29.6% | +117.2% | +62.7% |
| YTD | +84.4% | -27.6% | +112.1% | +64.3% |
| 1Y | +235.4% | -36.7% | +272.1% | +185.6% |
| All | +668.0% | -79.5% | +747.5% | +390.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling