+11,728.4%
TSM vs SPXS
-100.0%
+11,828.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +3.3% |
| 7D | +2.7% | -0.1% | +2.8% | +2.7% |
| 30D | +3.6% | +0.8% | +2.8% | +4.0% |
| 3M | -3.4% | -4.7% | +1.3% | -3.4% |
| 6M | +20.6% | -29.6% | +50.2% | +9.7% |
| YTD | +41.9% | -29.8% | +71.7% | +29.9% |
| 1Y | +84.4% | -38.9% | +123.3% | +62.7% |
| 3Y | +380.2% | -79.6% | +459.8% | +230.4% |
| 5Y | +275.3% | -85.9% | +361.2% | +168.7% |
| 10Y | +1,751.4% | -99.5% | +1,850.9% | +507.2% |
| All | +11,728.4% | -100.0% | +11,828.4% | +959.2% |
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