+145.0%
TT vs SPXS
-85.9%
+230.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | +0.1% |
| 7D | +1.6% | -1.5% | +3.1% | +1.1% |
| 30D | -7.3% | +3.7% | -11.0% | -6.1% |
| 3M | -2.6% | -9.6% | +7.0% | -5.0% |
| 6M | +5.9% | -32.4% | +38.3% | -5.2% |
| YTD | +15.4% | -28.7% | +44.1% | +5.7% |
| 1Y | +8.2% | -38.1% | +46.3% | -4.7% |
| 3Y | +122.7% | -80.1% | +202.8% | +49.0% |
| 5Y | +145.0% | -85.9% | +230.9% | +66.4% |
| All | +145.0% | -85.9% | +230.9% | +66.4% |
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