-19.7%
TSN vs SPXS
-85.7%
+66.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -0.9% |
| 7D | -7.3% | +1.2% | -8.5% | -7.2% |
| 30D | -8.6% | +5.2% | -13.8% | -8.1% |
| 3M | -7.5% | -9.2% | +1.6% | -8.5% |
| 6M | -14.1% | -29.6% | +15.5% | -17.6% |
| YTD | -9.4% | -27.6% | +18.2% | -12.6% |
| 1Y | -4.1% | -36.7% | +32.6% | -8.9% |
| 3Y | +10.3% | -79.8% | +90.2% | -9.3% |
| 5Y | -19.7% | -85.9% | +66.1% | -34.6% |
| All | -19.7% | -85.7% | +66.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling