+7,311.3%
TSEM vs SPXS
-100.0%
+7,411.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.3% | +6.6% | +8.3% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +5.3% | +0.8% | +4.5% | +5.9% |
| 3M | -14.9% | -4.7% | -10.2% | -14.4% |
| 6M | +80.0% | -29.6% | +109.7% | +64.7% |
| YTD | +89.4% | -29.8% | +119.2% | +74.2% |
| 1Y | +253.1% | -38.9% | +292.0% | +214.0% |
| 3Y | +642.1% | -79.6% | +721.7% | +408.5% |
| 5Y | +659.1% | -85.9% | +745.0% | +423.2% |
| 10Y | +1,291.4% | -99.5% | +1,390.9% | +305.3% |
| All | +7,311.3% | -100.0% | +7,411.3% | +672.9% |
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