+11.6%
TSN vs SPXS
-99.5%
+111.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.5% |
| 7D | -1.4% | -7.5% | +6.1% | -2.7% |
| 30D | +8.5% | +5.3% | +3.2% | +9.7% |
| 3M | +5.3% | +9.7% | -4.4% | +7.3% |
| 6M | -10.5% | -4.6% | -5.9% | -10.8% |
| YTD | +3.0% | -25.8% | +28.7% | -1.6% |
| 1Y | +12.1% | -28.8% | +40.9% | +6.6% |
| 3Y | +43.1% | -80.2% | +123.3% | +9.8% |
| 5Y | -15.1% | -83.2% | +68.1% | -31.5% |
| All | +11.6% | -99.5% | +111.0% | -44.9% |
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