+1,643.1%
TSM vs SPXS
-99.5%
+1,742.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.1% |
| 7D | +6.2% | -7.5% | +13.7% | +3.2% |
| 30D | -7.3% | +5.3% | -12.6% | -3.9% |
| 3M | -7.1% | +9.7% | -16.8% | -1.7% |
| 6M | +0.2% | -4.6% | +4.8% | +2.3% |
| YTD | +32.2% | -25.8% | +58.0% | +25.2% |
| 1Y | +42.8% | -28.8% | +71.6% | +33.7% |
| 3Y | +330.4% | -80.2% | +410.6% | +190.7% |
| 5Y | +263.9% | -83.2% | +347.1% | +174.9% |
| All | +1,643.1% | -99.5% | +1,742.6% | +469.6% |
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