+411.0%
TSM vs SPXS
-80.2%
+491.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +3.3% |
| 7D | +6.0% | -1.5% | +7.6% | +5.1% |
| 30D | +4.5% | +3.7% | +0.8% | +6.9% |
| 3M | +3.1% | -9.6% | +12.7% | -0.7% |
| 6M | +30.2% | -32.4% | +62.6% | +9.5% |
| YTD | +45.2% | -28.7% | +73.9% | +27.2% |
| 1Y | +79.6% | -38.1% | +117.6% | +48.5% |
| 3Y | +411.0% | -80.1% | +491.1% | +188.0% |
| All | +411.0% | -80.2% | +491.2% | +188.0% |
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