+1,124.0%
TTMI vs SPXS
-99.6%
+1,223.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +2.3% |
| 7D | +0.7% | +2.5% | -1.8% | +1.8% |
| 30D | -8.4% | +4.2% | -12.6% | -6.5% |
| 3M | -32.5% | -9.3% | -23.1% | -34.0% |
| 6M | +32.5% | -30.7% | +63.2% | +18.9% |
| YTD | +83.2% | -28.1% | +111.3% | +69.1% |
| 1Y | +161.7% | -35.1% | +196.7% | +137.4% |
| 3Y | +890.1% | -79.6% | +969.7% | +563.4% |
| 5Y | +832.4% | -86.3% | +918.7% | +539.2% |
| All | +1,124.0% | -99.6% | +1,223.6% | +239.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling