+135.7%
TT vs SPXS
-82.9%
+218.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -7.0% | +11.7% | +2.3% |
| 7D | +1.7% | -1.5% | +3.2% | +1.8% |
| 30D | -11.8% | +9.6% | -21.5% | -8.3% |
| 3M | -12.6% | +8.5% | -21.1% | -9.1% |
| 6M | -9.4% | -5.8% | -3.6% | -9.2% |
| YTD | +8.8% | -25.4% | +34.2% | +2.3% |
| 1Y | -2.5% | -28.8% | +26.3% | -9.5% |
| 3Y | +95.7% | -80.9% | +176.6% | +29.7% |
| 5Y | +135.7% | -83.1% | +218.8% | +71.3% |
| All | +135.7% | -82.9% | +218.6% | +71.3% |
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