+2,681.7%
TTMI vs SPXS
-100.0%
+2,781.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.3% | +3.8% |
| 7D | +12.2% | -1.5% | +13.7% | +11.3% |
| 30D | -5.7% | +3.7% | -9.4% | -3.9% |
| 3M | -27.5% | -9.6% | -17.9% | -29.4% |
| 6M | +47.1% | -32.4% | +79.5% | +28.9% |
| YTD | +87.5% | -28.7% | +116.1% | +70.6% |
| 1Y | +175.2% | -38.1% | +213.3% | +140.9% |
| 3Y | +901.9% | -80.1% | +982.1% | +515.8% |
| 5Y | +843.5% | -85.9% | +929.4% | +507.4% |
| 10Y | +1,077.0% | -99.5% | +1,176.5% | +132.0% |
| All | +2,681.7% | -100.0% | +2,781.7% | -26.7% |
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