+69.2%
TSM vs SPXS
-36.2%
+105.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | -0.5% |
| 7D | +1.0% | +2.5% | -1.5% | +2.9% |
| 30D | +1.0% | +4.2% | -3.2% | +4.3% |
| 3M | +2.9% | -9.3% | +12.2% | -2.3% |
| 6M | +22.8% | -30.7% | +53.5% | +0.7% |
| YTD | +43.3% | -28.1% | +71.4% | +22.2% |
| 1Y | +69.2% | -35.1% | +104.2% | +36.7% |
| All | +69.2% | -36.2% | +105.4% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling