+6,817.9%
TT vs SPXS
-100.0%
+6,917.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +1.3% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.2% | +0.8% | -8.0% | -6.8% |
| 3M | -3.0% | -4.7% | +1.7% | -3.7% |
| 6M | +1.4% | -29.6% | +31.0% | -9.4% |
| YTD | +15.9% | -29.8% | +45.7% | +4.0% |
| 1Y | +9.4% | -38.9% | +48.4% | -6.2% |
| 3Y | +124.4% | -79.6% | +204.0% | +41.1% |
| 5Y | +138.0% | -85.9% | +223.9% | +53.8% |
| 10Y | +886.4% | -99.5% | +985.9% | +131.6% |
| All | +6,817.9% | -100.0% | +6,917.9% | +193.1% |
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