+1,345.3%
TSN vs SPXS
-100.0%
+1,445.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.4% |
| 7D | -6.3% | -0.1% | -6.2% | -6.4% |
| 30D | -10.8% | +0.8% | -11.6% | -10.6% |
| 3M | -8.8% | -4.7% | -4.0% | -9.6% |
| 6M | -16.8% | -29.6% | +12.8% | -23.0% |
| YTD | -10.0% | -29.8% | +19.8% | -16.6% |
| 1Y | -5.3% | -38.9% | +33.7% | -14.8% |
| 3Y | +8.5% | -79.6% | +88.1% | -21.9% |
| 5Y | -22.9% | -85.9% | +63.0% | -44.3% |
| 10Y | -12.6% | -99.5% | +86.9% | -68.5% |
| All | +1,345.3% | -100.0% | +1,445.3% | +30.5% |
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