+858.0%
TTMI vs SPXS
-79.1%
+937.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -0.3% |
| 7D | +6.0% | +6.4% | -0.4% | +10.5% |
| 30D | -6.4% | +6.0% | -12.4% | -2.4% |
| 3M | -28.9% | -11.6% | -17.3% | -32.6% |
| 6M | +26.9% | -28.7% | +55.6% | +9.1% |
| YTD | +77.3% | -26.3% | +103.6% | +58.1% |
| 1Y | +147.5% | -34.9% | +182.4% | +112.7% |
| All | +858.0% | -79.1% | +937.1% | +398.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling