+172.6%
TTMI vs SPXS
-40.2%
+212.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.6% | +10.3% |
| 7D | +5.9% | -0.1% | +5.9% | +5.7% |
| 30D | -4.3% | +0.8% | -5.1% | -3.1% |
| 3M | -32.0% | -4.7% | -27.3% | -32.4% |
| 6M | +19.5% | -29.6% | +49.1% | -10.2% |
| YTD | +82.0% | -29.8% | +111.8% | +37.7% |
| 1Y | +172.6% | -38.9% | +211.6% | +100.6% |
| All | +172.6% | -40.2% | +212.9% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling