-6.8%
TSN vs SPXS
-99.6%
+92.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.6% |
| 7D | +3.0% | +2.5% | +0.5% | +3.5% |
| 30D | -4.2% | +4.2% | -8.4% | -3.5% |
| 3M | -3.9% | -9.3% | +5.4% | -5.4% |
| 6M | -9.8% | -30.7% | +20.9% | -15.3% |
| YTD | -7.3% | -28.1% | +20.8% | -12.1% |
| 1Y | -2.2% | -35.1% | +32.9% | -8.8% |
| 3Y | +11.9% | -79.6% | +91.5% | -13.6% |
| 5Y | -16.9% | -86.3% | +69.3% | -36.0% |
| All | -6.8% | -99.6% | +92.7% | -58.6% |
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