+1,757.1%
TSM vs SPXS
-99.5%
+1,856.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.5% | -0.9% |
| 7D | +2.6% | +6.4% | -3.7% | +5.2% |
| 30D | +1.4% | +6.0% | -4.6% | +3.9% |
| 3M | +5.0% | -11.6% | +16.6% | +1.4% |
| 6M | +24.0% | -28.7% | +52.7% | +12.5% |
| YTD | +41.6% | -26.3% | +67.9% | +31.3% |
| 1Y | +66.2% | -34.9% | +101.1% | +49.0% |
| 3Y | +398.2% | -79.5% | +477.7% | +237.4% |
| 5Y | +277.6% | -85.9% | +363.5% | +165.3% |
| All | +1,757.1% | -99.5% | +1,856.7% | +493.1% |
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 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